u**********n
发帖数: 8905 | 1 08:15 AM EST, 01/21/2014 (MT Newswires) -- Straddle prices for stocks
reporting quarterly financial results today after the market close:
AMD (AMD) January weekly 4 straddle priced for 14% move.
Cree (CREE) January weekly 63 straddle priced for 12% move.
IBM (IBM) January weekly 190 straddle priced for 4.1% move.
Texas Instruments (TXN) January weekly 43 straddle priced for 3.6% move.
CA Technologies (CA) February 34 straddle priced for 5.9% move.
Xilinx (XLNX) February 47 straddle priced for 6.... 阅读全帖 |
|
f*****g
发帖数: 15860 | 2 a blind bet preflop, before the cards are dealt.
most of places use standard straddle, meaning only UTG (the one after BB)
can do it, it can be any amount, but most likely, for example, $5-10 in 1/2.
some places use so called "mississippi straddle", so anybody can put in such
a blind bet from anywhere.
some places even allow multiple straddles, or re-straddle, one strddles and
another one can put in a higher blind bet, and so on.
when there's a straddle, the next player acts first, say, if UTG s... 阅读全帖 |
|
T*********k
发帖数: 1621 | 3 Everything has its cons and pros. I don't mind straddling when:
1. Everyone at the table agree to do straddle
2. Only straddle for a limited round.
Straddle makes the game much bigger and eject action into games. If a table
is a bunch of nits sitting there waiting for nuts. I don't mind to straddle
a couple rounds to loose everyone up a little bit.
On the country, if the table already has a lot crazies, straddle make the
game more dangerous. I will refuse to straddle or even avoid the table
bec... 阅读全帖 |
|
f*****g
发帖数: 15860 | 4 maybe my explanation is not clear enough, actually it's very simple.
it's just a BBB (bigger big blind), the only minor diff. is most places only
allow UTG to do it, while some allow anyone (mississippi straddle).
in the end, it's just another blind bet, and he gets a chance to act last (
same as BB if without straddle).
straddle tends to create bigger pots because sometimes it has a domino
effect, for example, in a stupid 1/2 loose game:
1) UTG makes a standard $5 straddle (some drunk guys even... 阅读全帖 |
|
g**s
发帖数: 1114 | 5 So Button Mississippi straddle is better than UTG straddle.we know UTG
straddle is -EV move. how about Button Mississippi straddle? If it's +ev
move, we should always do it no matter what.
$ |
|
l*****i
发帖数: 3929 | 6 I think the final answer will depend on if the straddle is ITM/ATM/OTM.
Normally in the money options change its value more than its counter
party. For example, if the underlying is at 100 and we are talking about the
50 straddle. Obviously the call is in the money and the put is out of the m
oney. When the interest rate goes up, the call option gains more value than
what the put option loses. Hence the straddle will be more expensive. |
|
d********e
发帖数: 25 | 7 Another intuitive approach:
A straddle means that you have a probability to long the asset (p1), or to
short the asset (p2) at a given price in the future (p1+p2=1). If the
interest rate goes up, the asset in the future will worth less now. So if p1
>p2, the straddle worth less, if p1 |
|
m********0
发帖数: 2717 | 8 theoretically yes,
but the stock price could not go to infinity or negative,
so still limited risk.
Of course, for straddle,
there are several follow-up actions you could do depends on
your perspective.
also,
credit spread is not only shorting straddle, there are many more.
taking |
|
m********0
发帖数: 2717 | 9 大部分有经验的都做strangle或者condor或者iron condor了。
straddle非常难做，更别提netural了。 |
|
|
c*********o
发帖数: 8367 | 11 totally, 被STRADDLE外婆过n次的我飘然走过。。。 lol |
|
b********0
发帖数: 91 | 12 一个straddle同时买了扑和靠，可以用short一个straddle同时close两个position吗，
还有可以分别close吗？
option学习中，多谢大神指点，祝大神发财 ：） |
|
f**s
发帖数: 185 | 13 多谢各位。个人意见我认可IV高的理解，但是对FULL PRICED IN持保留。 理论上全部
有用信息都可以说是PRICED IN了，但是对于个股和个别时候还是不一定的吧。想TWTR
这种，假设已经决定在ER前介入，是否用Long Straddle比版上很多单纯“ALL IN”或
者“无脑IN”更合适？ 当然任何降低风险都是以妥协收益来牺牲的，对个人也没必要
去算非常精细的GREEK。我只是想尽量找个可接受的最优（或许次优）的方案。 不知道
是不是有人真的在实战中运用过Long Straddle。 |
|
f*****g
发帖数: 15860 | 14 1/2NL new table, all i can tell is it's loose. short buy-in, $120, lol.
a few rounds, no play at all.
then a decent player right to me jokes, "straddle? ... no pressure."
hey, why not, i put $5 in.
7 callers, and i find black KK, great, shove like a squeeze donk.
one black guy instant calls, decent player sighs and turns over an A, good
for me.
black guy got AJo (yes, this is how loose it is) and i take it down.
a few rounds later, table gets even loooooser.
"straddle again? ... no pressure". he... 阅读全帖 |
|
h*******a
发帖数: 41 | 15 A straddle = long a put and a call at the same time. We know that when
interest rate goes up, the value of future cash flow decreases, therefore
the value of a call goes up, while that of a put goes down.
Question: does the value of a straddle goes up or down when interest rate
goes up? Give intuitive arguments instead of Black Schole formula. |
|
L****a
发帖数: 572 | 16 In a very short period of time, option price behavior should be the similar to
the price behavior of a portfolio of stock. So 1 option call contract should
be equivalent to (long x stock + short some bond),
and 1 put contract should be equivalent to (short y stock + long some bond) . x,y
is determined by delta. and amount of bond long/short is determined by x,y
So, if call is ATM, x=y, the price of straddle does not change, if interest
rate increase.
If call is ITM, x>y, straddle price increase |
|
p******i
发帖数: 1358 | 17 let me try to give some intuitive explanation
assume S=100, we have three straddles K=10 K=100 K=1000
for K=100 it is less obvious
but for K=10, one deep in the money call and deep out of the money put,
essentially it is a damn call because the put is worthless no matter what
for K=1000 straddle, it is actually a put |
|
s***s
发帖数: 4329 | 18 if you speculate the volatility to go up,
should try the far OTM straddle |
|
v******g
发帖数: 1651 | 19 long straddle不是没有方向的时候干的事情么...? |
|
G*******m
发帖数: 16326 | 20 Fidelity 只有straddle，没有strangle这一说。
同我的看法不一而同。
看来Fidelity也是业余的。 |
|
a*****e
发帖数: 1717 | 21 thanks, but
I never made profit from straddle, even I avoided high IV:( |
|
w******s
发帖数: 16209 | 22 the TV talked about it again, I made some notes:
reason:
coming earning
fed
november election
vix is low
so vix will rising up, and xlf straddle could be profitable.
I will check the details later when I got time and see if this really make
sense.
any options player could join the discussion about this one. |
|
i******w
发帖数: 407 | 23 Extending hour trading volume is unusually high. Nok can't stay at this
price. whatever up or down, this straddle has 90% probability to win. |
|
D********n
发帖数: 1595 | 24 【 以下文字转载自 Investment 讨论区 】
发信人: DavidStern (烟雨蒙蒙), 信区: Investment
标 题: 请问Roth IRA给不给做option spread/straddle的权限？
发信站: BBS 未名空间站 (Thu Feb 17 22:49:49 2011, 美东)
目前在firsttrade.
上面说可以做buy puts and calls, write covered calls. |
|
x****t
发帖数: 67 | 25 how about straddle on drys? |
|
l*********g
发帖数: 1154 | 26 The 3x shares such as TNA, FAS, TZA or FAZ can easily have 5-10% swings on a
daily basis,
which makes their option value swings 50-100% daily. If we establish a
straddle position( buy both call and put with the same strike price),either
call or put position can easily double in a day or a few days, then we close
the winning position keep the other which still have some time value, then
sell it when the trend changes.
Anyone thought about doing this, welcome to discuss. |
|
y*******o
发帖数: 6632 | 27 not all straddle profitable, goog er averagly has 6％ price change,so the
option price is normally priced at 6 percent of stock price |
|
s******n
发帖数: 6806 | 28 不行，ER时options都太贵。
straddle就是看起来好，其实毫无用处。
除非你有insider news, 知道有大事要发生，但不知道是好消息还是坏消息. |
|
y*******o
发帖数: 6632 | 29 本来是赌er, 结果早上逢低把put 出了，准备收盘前买回来，结果悲剧了，然后就是不
冷静，想翻本，趁乱买了一堆straddle@700 for27each生死未卜，已经用了不少马金，
估计要外婆了 |
|
s***m
发帖数: 6197 | 30 一般long straddle不是最好买至少3到4个月以外的吗？ |
|
|
C***i
发帖数: 486 | 32 Straddle 挺好玩的，能重贴下来源么？谢谢 |
|
s***d
发帖数: 15421 | 33 整幅大的，是不是2个月的long straddle 会比较有赚头？
★ 发自iPhone App: ChineseWeb 7.8 |
|
s***d
发帖数: 15421 | 34 hold 突破了 我只是在研究ira 的straddle 怎么玩
★ 发自iPhone App: ChineseWeb 7.8 |
|
|
o**********y
发帖数: 502 | 36 今天 long straddle profit 900%
最后停在112.00 |
|
d********1
发帖数: 3828 | 37 为什么不是123或113？
不过上周也是我几个月以来第一次卖straddle。再以前我卖过，有时中间波动的时候
吓跑了，结果到了周末发现不cover的话反倒很准。之这几个月都是卖out of money的
put。上周的option很贵。这周就没那么贵了。 |
|
d********1
发帖数: 3828 | 38 我上周做的比较保守，卖的put我有足够的钱买相应的股票，所以iwm跌50%都不怕。
以前其实不cover也没事，但是不想继续跌的话亏太多。
做这种short straddle或者strangle，要注意的是一边止损了，一定要把另一边也平了
。我最丢人的时候就是iwm上窜下跳时一边亏了，止损，另一边很远，以为会归零，结
果iwm又跳回去两边赔。 |
|
y*********k
发帖数: 673 | 39 请问大家，比如一只股票ER前，做straddle，如果买atm的call和put， ER后，是方向
一出来立刻把反方向的出了，正方向的再拿一段？还是两个都立刻出掉？请问大家怎么
操作的？谢谢 |
|
f**s
发帖数: 185 | 40 回想为啥不用Long Straddle 对付TWTR这种每次ER剧烈波动的股票？ 4次ER每次都〉10
%，不是上就是下。 版上有人实际用过这个strategy吗？不知道效果如何？ 理论上应
该管用啊 |
|
j**s
发帖数: 1518 | 41 我感觉risk/reward差不多，赌iv和赌涨跌一样是赌，风险不一样而已。不能说看到
twtr跌了20%就马后炮说IV应该比预期高，也有可能只跌5%你的straddle就废了
TWTR |
|
r***s
发帖数: 1805 | 42 我一个小帐户TWTR/BIDU/YELP/LKDN都赌了, 有用straddle或单向call/put, 这四次两
胜两负, 稍微输了点. 我这个帐户这几年是从3千做到现在的7万多. 搞这个不建议大赌
, 有可能见外婆. 我的帐户最高到过11万左右, 最低到过2万. |
|
K*C
发帖数: 2825 | 43 刚买了UCO 48的straddle，每个1块钱入的。 |
|
n*****g
发帖数: 365 | 44 请问有什么什么书详细介绍option的各种策略，比如straddle的？ |
|
y*********k
发帖数: 673 | 45 所以弄个straddle看看是不是有可能大动？ |
|
T******u
发帖数: 1025 | 46 atm的straddle要卖3快，Feb 19的，有些贵，可能会大涨，大跌比较难吧 |
|
y*********k
发帖数: 673 | 47 看了一下，明天ER, 这周末的ATM, call和put都是1块多点，貌似可以straddle一下？ |
|
x*********n
发帖数: 28013 | 48 本来这个系列讲座打算至少每个section介绍3种的，包括实战。结果很多门外汉非要跟
我讨论什么是intrasic value，然后应该怎么买twitter，那怎么办，我就不解释了。
哈哈哈哈。
讲一点特别有用的东西，option price
###Option price
option应该是什么price，你可以跟我讲一万个parameter，然后给小小人解释如何通过
公式计算，没问题，这些我不懂，但是有tool可以算。
那么来了，你交易option的时候，你如何判断这个price？
什么是贵，什么是便宜？这里就要说英文的伟大，注意了：low price VS bargain
你要找的是bargain。
###价值判定
简单的例子，如果你经常交易XLF，那么weekly OTM，一个gap的price一般都在0.2，如
果某个week你发现它0.5了，这个时候就有问题了。简单的说就是其中的parameter变了
，所以导致了price up，复杂里讲，就是parameter背后的东西，你无法解释的东西。
那么APA也来了，也是weekly OTM，一个gap的price，会是0.2吗... 阅读全帖 |
|
w*****e
发帖数: 931 | 49 你买了吗？举例说个近的9/21 strike 27，straddle大概$2，股价波动10% ~$2.7赚0.7
. 考虑现在IV处于历史高位，结果出来会有contraction。需要波动更大点才稳妥。 |
|
s*********r
发帖数: 4210 | 50 Some places also allow BTN to straddle. I have seen two variations to this
situation.
Case A, SB is the first to act, and the normal betting order follows.
Case B, UTG is the still the first to act. If no raise when it comes to BTN
, it skips the BTN and SB is the next to act, then BB and BTN. If there is
a raise before it gets to BTN, BTN acts next and the normal betting order
continues. |
|
