G*******m
发帖数: 16326 | 1 bought 10 December 18 GE 15 PUT @0.70
sold 5 August 21 GE 17 PUT @0.71 |
G*******m
发帖数: 16326 | 2 相当于买500股@16.31，买10个P*[email protected]。 |
G*******m
发帖数: 16326 | 3 If GE is above 17.00 at August 21,
then I will have 10 GE 15 December 18 PUT @0.36 |
G*******m
发帖数: 16326 | 4 If GE is below 16.00 at August 21,
then I will have a delta neutral play. |
G*******m
发帖数: 16326 | |
u*****e
发帖数: 606 | 6 OK，i am lost, can you calculate a little more?
【在 G*******m 的大作中提到】
: volatility
|
G*******m
发帖数: 16326 | 7 calculate what part?
【在 u*****e 的大作中提到】
: OK，i am lost, can you calculate a little more?
|
G*******m
发帖数: 16326 | 8 sharp eye!
10 Dec put @0.37237 if above 17 |
