芜湖哈鲁
2022-01-21
这篇文章不错,转发给大家看
@捷克Jack:
财报季专供:奈飞成了悬念最大的票了?
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true}","description":"期权对于很多未接触的朋友来说,是一门不小的学问,所以我们特意为大家准备了一场美股期权模拟赛!","image":"https://static.tigerbbs.com/7b171620a415ca1ea9c95fb7bb8e4353"}],"images":[{"img":"https://static.tigerbbs.com/0acf86333c30a60216c51c84fc8cf76d","width":"-1","height":"-1"},{"img":"https://static.tigerbbs.com/dc2736abe8dbddaf992093eea9e82533","width":"-1","height":"-1"},{"img":"https://static.tigerbbs.com/8e55abb31d2e574d68f845890d5e5a7a","width":"-1","height":"-1"},{"img":"https://static.tigerbbs.com/4995ecf37084a97366ac8bafb4c69f59","width":"-1","height":"-1"}],"coverImages":[{"img":"https://static.tigerbbs.com/0acf86333c30a60216c51c84fc8cf76d","width":"1769","height":"726"},{"img":"https://static.tigerbbs.com/dc2736abe8dbddaf992093eea9e82533","width":"1094","height":"685"},{"img":"https://static.tigerbbs.com/8e55abb31d2e574d68f845890d5e5a7a","width":"1170","height":"2415"}],"title":"财报季专供:奈飞成了悬念最大的票了?","extraTitle":"","html":"<html><head></head><body><p><a href=\"https://laohu8.com/S/NFLX\">$Netflix, Inc.(NFLX)$</a> 今晚盘后发布财报,意味着科技股财报季的开启。</p> <p>科技股从21年下半年之后集体表现失色,目前市场情绪也比较差。而奈飞的回撤幅度也并不算最大,差不多是跌去去年下半年的涨幅,相比较那些动辄跌回2020年初水平的成长股来说已经算不错的了。</p> <p class=\"t-img-caption\"><img src=\"https://static.tigerbbs.com/0acf86333c30a60216c51c84fc8cf76d\" tg-width=\"-1\" tg-height=\"-1\"><span>NFLX和ROKU的走势对比</span></p> <p>Q4奈飞的财报,其实已经透支了《鱿鱼游戏》的后作力,并不代表会有更大的惊喜。<span style=\"color:rgba(255,18,0,1);\"><b>核心数据的是新增订阅用户,公司此前的指引是850万,如果超过这个,并且提升了2022年的预期,那可能表现就不凡,但如果比这个更差,或者调低2022年指引,那必然会继续大跌。</b></span></p> <p><img src=\"https://static.tigerbbs.com/dc2736abe8dbddaf992093eea9e82533\" tg-width=\"-1\" tg-height=\"-1\"></p> <p>所以,目前1月21日到期的月权的IV高达121%,相当高的一个值了。为此,我觉得是时候再次祭出“六条腿”策略。</p> <p><img src=\"https://static.tigerbbs.com/8e55abb31d2e574d68f845890d5e5a7a\" tg-width=\"-1\" tg-height=\"-1\"></p> <p>以1月19日收盘价515.86为基准,以520行权价为例,选择上下40美元的期权组合——</p> <blockquote>\n ①卖出Sell1月21日到期,行权价520美元的Put \n</blockquote> <blockquote>\n ②买入Buy2月4日到期,行权价520美元的Put \n</blockquote> <blockquote>\n ③卖出Sell1月21日到期,行权价470美元的Put \n</blockquote> <blockquote>\n ④买入Buy1月28日到期,行权价500美元的Put \n</blockquote> <blockquote>\n ⑤卖出Sell1月21日到期,行权价570美元的Call \n</blockquote> <blockquote>\n ⑥买入Buy1月28日到期,行权价540美元的Call \n</blockquote> <p>模拟盈亏结果如下(仅供参考)</p> <p><img src=\"https://static.tigerbbs.com/4995ecf37084a97366ac8bafb4c69f59\" tg-width=\"-1\" tg-height=\"-1\"></p> <h4><span style=\"color:rgba(255,18,0,1);\"><b>注意:</b></span></h4> <p>1. 本质上是两张对角套利和一张日历期权的组合;</p> <p>2. 所有期权需同一时间下单(做不到的要尽可能同一时间,减小下单时间差就是降低摩擦成本);</p> <p>3. 理论模拟结果仅限于HV变动不大的情况,事实上HV变动不确定,因此存在收益率不及预期的情况;</p> <p>4. 以520行权价只是距离,具体要根据当时下当时的行情变化来选择合适的(较近的平价)期权</p> <p>在实操中,你也可能碰到</p> <ul> \n <li><span style=\"color:rgba(255,18,0,1);\"><b>因流动性问题导致下单摩擦成本过大(甚至无法成交)</b></span></li> \n <li><span style=\"color:rgba(255,18,0,1);\"><b>因买卖双方不平衡导致价格偏离理论价格过大</b></span></li> \n <li><span style=\"color:rgba(255,18,0,1);\"><b>因IV下降过快导致价格偏离最终导致亏损</b></span></li> \n</ul> <p>此外,如果你的风险偏好更高,也就是说你更想赌一把,但是又不想突破亏损上限。</p> <ul> \n <li><span style=\"color:rgba(255,18,0,1);\"><b>预期暴跌:可以只做③④的对角策略</b></span></li> \n <li><span style=\"color:rgba(255,18,0,1);\"><b>预期暴涨:可以只做⑤⑥的对角策略</b></span></li> \n <li><span style=\"color:rgba(255,18,0,1);\"><b>预期波动不大:可以只做①②的日历差价</b></span></li> \n</ul> <p>Happy Trading~</p> <p><a href=\"https://laohu8.com/S/ROKU\">$Roku Inc(ROKU)$</a> <a href=\"https://laohu8.com/S/DIS\">$迪士尼(DIS)$</a> </p></body></html>","htmlText":"<html><head></head><body><p><a href=\"https://laohu8.com/S/NFLX\">$Netflix, Inc.(NFLX)$</a> 今晚盘后发布财报,意味着科技股财报季的开启。</p> <p>科技股从21年下半年之后集体表现失色,目前市场情绪也比较差。而奈飞的回撤幅度也并不算最大,差不多是跌去去年下半年的涨幅,相比较那些动辄跌回2020年初水平的成长股来说已经算不错的了。</p> <p class=\"t-img-caption\"><img src=\"https://static.tigerbbs.com/0acf86333c30a60216c51c84fc8cf76d\" tg-width=\"-1\" tg-height=\"-1\"><span>NFLX和ROKU的走势对比</span></p> <p>Q4奈飞的财报,其实已经透支了《鱿鱼游戏》的后作力,并不代表会有更大的惊喜。<span style=\"color:rgba(255,18,0,1);\"><b>核心数据的是新增订阅用户,公司此前的指引是850万,如果超过这个,并且提升了2022年的预期,那可能表现就不凡,但如果比这个更差,或者调低2022年指引,那必然会继续大跌。</b></span></p> <p><img src=\"https://static.tigerbbs.com/dc2736abe8dbddaf992093eea9e82533\" tg-width=\"-1\" tg-height=\"-1\"></p> <p>所以,目前1月21日到期的月权的IV高达121%,相当高的一个值了。为此,我觉得是时候再次祭出“六条腿”策略。</p> <p><img src=\"https://static.tigerbbs.com/8e55abb31d2e574d68f845890d5e5a7a\" tg-width=\"-1\" tg-height=\"-1\"></p> <p>以1月19日收盘价515.86为基准,以520行权价为例,选择上下40美元的期权组合——</p> <blockquote>\n ①卖出Sell1月21日到期,行权价520美元的Put \n</blockquote> <blockquote>\n ②买入Buy2月4日到期,行权价520美元的Put \n</blockquote> <blockquote>\n ③卖出Sell1月21日到期,行权价470美元的Put \n</blockquote> <blockquote>\n ④买入Buy1月28日到期,行权价500美元的Put \n</blockquote> <blockquote>\n ⑤卖出Sell1月21日到期,行权价570美元的Call \n</blockquote> <blockquote>\n ⑥买入Buy1月28日到期,行权价540美元的Call \n</blockquote> <p>模拟盈亏结果如下(仅供参考)</p> <p><img src=\"https://static.tigerbbs.com/4995ecf37084a97366ac8bafb4c69f59\" tg-width=\"-1\" tg-height=\"-1\"></p> <h4><span style=\"color:rgba(255,18,0,1);\"><b>注意:</b></span></h4> <p>1. 本质上是两张对角套利和一张日历期权的组合;</p> <p>2. 所有期权需同一时间下单(做不到的要尽可能同一时间,减小下单时间差就是降低摩擦成本);</p> <p>3. 理论模拟结果仅限于HV变动不大的情况,事实上HV变动不确定,因此存在收益率不及预期的情况;</p> <p>4. 以520行权价只是距离,具体要根据当时下当时的行情变化来选择合适的(较近的平价)期权</p> <p>在实操中,你也可能碰到</p> <ul> \n <li><span style=\"color:rgba(255,18,0,1);\"><b>因流动性问题导致下单摩擦成本过大(甚至无法成交)</b></span></li> \n <li><span style=\"color:rgba(255,18,0,1);\"><b>因买卖双方不平衡导致价格偏离理论价格过大</b></span></li> \n <li><span style=\"color:rgba(255,18,0,1);\"><b>因IV下降过快导致价格偏离最终导致亏损</b></span></li> \n</ul> <p>此外,如果你的风险偏好更高,也就是说你更想赌一把,但是又不想突破亏损上限。</p> <ul> \n <li><span style=\"color:rgba(255,18,0,1);\"><b>预期暴跌:可以只做③④的对角策略</b></span></li> \n <li><span style=\"color:rgba(255,18,0,1);\"><b>预期暴涨:可以只做⑤⑥的对角策略</b></span></li> \n <li><span style=\"color:rgba(255,18,0,1);\"><b>预期波动不大:可以只做①②的日历差价</b></span></li> \n</ul> <p>Happy Trading~</p> <p><a href=\"https://laohu8.com/S/ROKU\">$Roku Inc(ROKU)$</a> <a href=\"https://laohu8.com/S/DIS\">$迪士尼(DIS)$</a> </p></body></html>","text":"$Netflix, Inc.(NFLX)$ 今晚盘后发布财报,意味着科技股财报季的开启。 科技股从21年下半年之后集体表现失色,目前市场情绪也比较差。而奈飞的回撤幅度也并不算最大,差不多是跌去去年下半年的涨幅,相比较那些动辄跌回2020年初水平的成长股来说已经算不错的了。 NFLX和ROKU的走势对比 Q4奈飞的财报,其实已经透支了《鱿鱼游戏》的后作力,并不代表会有更大的惊喜。核心数据的是新增订阅用户,公司此前的指引是850万,如果超过这个,并且提升了2022年的预期,那可能表现就不凡,但如果比这个更差,或者调低2022年指引,那必然会继续大跌。 所以,目前1月21日到期的月权的IV高达121%,相当高的一个值了。为此,我觉得是时候再次祭出“六条腿”策略。 以1月19日收盘价515.86为基准,以520行权价为例,选择上下40美元的期权组合—— ①卖出Sell1月21日到期,行权价520美元的Put ②买入Buy2月4日到期,行权价520美元的Put ③卖出Sell1月21日到期,行权价470美元的Put ④买入Buy1月28日到期,行权价500美元的Put ⑤卖出Sell1月21日到期,行权价570美元的Call ⑥买入Buy1月28日到期,行权价540美元的Call 模拟盈亏结果如下(仅供参考) 注意: 1. 本质上是两张对角套利和一张日历期权的组合; 2. 所有期权需同一时间下单(做不到的要尽可能同一时间,减小下单时间差就是降低摩擦成本); 3. 理论模拟结果仅限于HV变动不大的情况,事实上HV变动不确定,因此存在收益率不及预期的情况; 4. 以520行权价只是距离,具体要根据当时下当时的行情变化来选择合适的(较近的平价)期权 在实操中,你也可能碰到 因流动性问题导致下单摩擦成本过大(甚至无法成交) 因买卖双方不平衡导致价格偏离理论价格过大 因IV下降过快导致价格偏离最终导致亏损 此外,如果你的风险偏好更高,也就是说你更想赌一把,但是又不想突破亏损上限。 预期暴跌:可以只做③④的对角策略 预期暴涨:可以只做⑤⑥的对角策略 预期波动不大:可以只做①②的日历差价 Happy Trading~ $Roku Inc(ROKU)$ 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