c********t
发帖数: 4527 | 1 thought my SOHU calls runs into ITM, but reward is not so great.
Lesson learn, ITM calls is much better bottom fishing.
I was accumulating calls when SOHU was 5.1xx, man, if I used ITM calls,
a lot of profit. |
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j***b
发帖数: 5901 | 2 ITM 和 OTM两种其实说不上那个风险大。
OTM完全靠时间价值，貌似风险大。其实一旦股票往相反方向快速运动很明显OTM的
option贬值比ITM的慢。
我觉得是OTM怕猪，ITM怕方向赌错。 |
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y******i
发帖数: 2584 | 3 牛牛要吓尿了吧，
EWZ的weekly ITM put，PBR 10,11月的ITM put，今天都是1000个或者2000个的在成交 |
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T*P
发帖数: 2697 | 4 【 以下文字转载自 ChinaStock 讨论区 】
发信人: TPP (弹泡泡), 信区: ChinaStock
标 题: Re: MA就要ITM了 - littletree
发信站: BBS 未名空间站 (Mon Sep 24 17:41:56 2007), 站内
发信人: forzaviola (fiorentina), 信区: Stock
标 题: Re: MA就要ITM了
发信站: BBS 未名空间站 (Mon Jun 18 16:22:09 2007)
in the money
Definition
Situation in which an option's strike price is below the current market
price of the underlier (for a call option) or above the current market price
of the underlier (for a put option). Such an option has intrinsic value. |
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g*****u
发帖数: 14294 | 5 如果买call, ITM的话有个自动exercise。
如果买的是put, 股价跌后变成ITM，如果不收盘前STC会咋样？ |
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S*******k
发帖数: 106 | 6 Deep ITM call or put behave much similar to stocks, but with much less money
. Say the stock is $50, and you
need $5000 to hold 100 shares, but if you buy 1 $35 (deep ITM) call, with
maybe only $1700. When the stock
increase $5. with 100 shares the increase is $500, with 1 $35 call, the
increase is only a little less than $500,
maybe $450.
You see the edge here? with 1 $35 call, you use ~$1700 to get $450, which is
~25% gain. This is much better
than use $5000 to get $500, which is only 10%. Of ... 阅读全帖 |
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B**********r
发帖数: 7517 | 7 I sell "modified" ITM straddles on 3x ETFs. It is very safe.
Let us say we can sell FAS straddle: ITM calls/puts. I don't want to own any
long positions of these ETFs because of the hidden time-decays. So my "
modified" straddle is defined as:
FAS calls/FAZ calls. I get both the premium and the time-decay value. If
things go really bad, say the market move huge in one direction, I may lose
some value. I am not worried. I am ready to hold short positions of any of
these 3x bull/bear ETFs, and use... 阅读全帖 |
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l********7
发帖数: 2974 | 8 楼主说的是deep ITM 的 CC，不懂啥是不理性的 call buyer。
不考虑dividend，如果deep ITM，时间价值衰减更快，提前行权会更大概率发生。如果
不想被行权，楼上讲的roll up是最常见的合理策略吧。 |
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c********t
发帖数: 4527 | 9 I am pretty sure that this I bought at almost exact low point 31.43.
After that, ADBE hoovered onto 31.38 then shoot all back to here.
Some ITM calls of Strike 31$ is also very good.
Too bad that I don't have time to keep chasing it, damn job!
02/12/2010 YOU BOUGHT OPENING TRANSACTION
-ABJ
100320
C33 CALL (ABJ) ADOBE SYS INC MAR 20 10 $33 (100 SHS)
Cash Contracts: +10.000 Price: $0.60 Amount: -$615.49
Comm: $15.45
ABJ |
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g*****u
发帖数: 14294 | 10 周五注意到一只股票的本月deep ITM call option的extrinsic value=0
请问option高人这里面有没有门道？
还有一周过期。如果是卖covered call, 那不如卖正股啊. 如果是裸call,那直接short
正股好了。 |
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a****g
发帖数: 53 | 12 我其实要算implied vol。
比如strike 10上有call（OTM）也有put（ITM）。我应该选call还是put来算呢？ |
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h*****8
发帖数: 4754 | 13 Less people interested 吧？
DEEP ITM有单子也属于钓鱼单。
大？ |
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G*******m
发帖数: 16326 | 14 否则买卖ITM options就太容易赚钱了。 |
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d****e
发帖数: 839 | 15 Don't understand this, why sell ITM covered call, why don't you just sell
the stock right now? |
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c***m
发帖数: 2630 | 16 Last friday's up is not sustainable. For that tick, ITM is ok. when market
down, it down bigger. |
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Z****g
发帖数: 13731 | 17 ITM是不是成本收益比要大一些，但风险相对较小？ |
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Z****g
发帖数: 13731 | 18 who needs deep ITM call or put? why? |
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r*****e
发帖数: 4611 | 21 有些人好像是这么play divident的。
有人研究过这个么？
divident前一天买入10000股股票，同时买入100个deep itm的put来对冲股价的波动。
第二天把股票和put都清掉，赚divident收入。
这么做的风险主要是什么？ |
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r*****e
发帖数: 4611 | 22 我没试过，不过听着好像没什么破绽
deep itm的put几乎没有什么time value，波动应该和股票波动抵消的吧
也有可能divident前一天，所有的put的time value都增加，就像earning前一天
option往往都比较贵一样。
有人试过这种play么？ |
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t******y
发帖数: 1942 | 23 为了税前1％左右的收益，买入股票同时加上买入deep itm put，再加上bid-ask
spread的损失。能赚多少呢？ |
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j**s
发帖数: 1518 | 24 selling otm put you may end up just collecting the premium, selingl itm put
you will probably end up buying the stock. the former looks like less risky
to me. |
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p*********r
发帖数: 7944 | 25 这样下去，我的11/20的deep ITM call，也要过期。
每次分红$2.00+，一年下来不得了。 |
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b******r
发帖数: 16603 | 27 ITM 2 cents不被assign常见。很久没看SPY options了 如果call是190.5的 收盘190.
52 确实不说明啥问题。如果是190 strike的，也许是有些bearish的暗示。 |
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t***3
发帖数: 936 | 28 不知道不要乱说。没有一个option occ是按4：15价格决定itm还是otm的。
spy |
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c******a
发帖数: 4400 | 29 要是spread两个都itm了，long的可以exercise，short的不行。但是我看如果按option
处理掉，因为short那个还有更多time value所以赚不到理论最大利润。请问如何处理
能赚到理论值？ |
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Q********g
发帖数: 2465 | 30 昨晚看了看靠
Ebay下周会起来的
下月18号的靠昨天买的人真多啊
今天我也进一批
: 牛掰 我买错了 买了ebay deep itm肿么办？
|
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F*****d
发帖数: 2848 | 31 如果在expiration day, short的spread的两个legs都变成了ITM，券商会怎么处理？会
以一个leg 的价格assign stock再以另一个leg的价格卖掉吗？还是直接把差价扣掉？
还是会assign stock并且保留 long的那个leg? |
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r*****e
发帖数: 7853 | 32 应该是都expire了，你赚了卖的premium
[在 FoodGod (饭中淹) 的大作中提到：]
:如果在expiration day, short的spread的两个legs都变成了ITM，券商会怎么处理？
会以一个leg 的价格assign stock再以另一个leg的价格卖掉吗？还是直接把差价扣掉？
:还是会assign stock并且保留 long的那个leg? |
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d********f
发帖数: 8289 | 33 股价突然飙涨。deep itm的callyou啥比较好的办法处理没？ roll? 还是算了 |
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a*******e
发帖数: 3897 | 34 也有很多持有股票卖covered call的吧，难道他们strike设置的那么好，一次都不会变
ITM？ |
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y*m
发帖数: 60 | 35 Apple sued by The Beatles over iPod, ITMS
By Jim Dalrymple j********[email protected]
September 11, 2003 6:00 pm ET
Apple Computer Inc. is being sued by Apple Corps. The parent company for music
legends, The Beatles, has begun legal proceedings against Apple Computer,
citing breach of contract for the suit, according to Fox News.
Apparently when Apple Computer first started, The Beatles sued them for the
use of the corporate name. In addition to a hefty cash settlement, Apple
agreed to only use t |
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u********e
发帖数: 4950 | 36
低$5.
Name Symbol EntryPrice LastPrice StockChg DowChg
OutPerformance Status
ranma98 ldk 11.23 10.70 4.67% 0.61% 4.07% ITM
wavelets aig 33.46 32.11 4.03% 0.61% 3.43% ITM
wavelets bac 12.82 12.34 3.78% 0.61% 3.17% ITM
bullishsolar bac 12.82 12.34 3.78% 0.61% 3.17% ITM
wavelets vxx 27.54 26.61 3.38% 0.61% 2.77% ITM
wavelets fas 29.28 28.35 3.18% 0.61% 2.57... 阅读全帖 |
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u********e
发帖数: 4950 | 37
15收盘起
始，4/22收盘结束。股价最低$5.
=======================
Name Symbol EntryPrice LastPrice StockChg DowChg
OutPerformance Status
wavelets vxx 27.54 25.38 7.84% -0.91% 8.75E-02
ITM
bullishsolar bac 12.82 12.27 4.33% -0.91% 5.23E-02
ITM
wavelets bac 12.82 12.27 4.33% -0.91% 5.23E-02
ITM
ranma98 ldk 11.23 10.81 3.72% -0.91% 4.63% ITM
wavelets aig 33.46 32.37 3.26% -0.91% 4.16E-02
IT... 阅读全帖 |
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u********e
发帖数: 4950 | 38 >> 二组被DOW指数beat算你们输.同一个ID同一个股票只能参加其中一组（都参加我就
亏了）
>>。赢了你们赚23伪币，输了你们输20伪币。 4/15收盘起始，4/22收盘结束。股价最
低$5
************************
Name Symbol EntryPrice LastPrice StockChg DowChg
OutPerformance Status
asquare sina 124.550003 135.330002 8.66% -1.14% 9.79%
ITM
fullmargin yoku 60.13 65.279999 8.56% -1.14% 9.70% ITM
wavelets lvs 44.130001 45.4687 3.03% -1.14% 4.17% ITM
jingoshine pwrd 25.09 25.57 1.91% -1.14... 阅读全帖 |
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u********e
发帖数: 4950 | 39
低$5.
***********************************************************
Name Symbol EntryPrice LastPrice StockChg DowChg
OutPerformance Status
boylover pcx 24.85 23.78 4.30% 1.14% 3.16% ITM
wavelets pcx 24.85 23.78 4.30% 1.14% 3.16% ITM
wavelets fas 29.28 28.13 3.93% 1.14% 2.79% ITM
mayoutu exk 11.98 11.58 3.34% 1.14% 2.20% ITM
bullishsolar bac 12.82 12.41 3.24% 1.14% 2.10% ITM... 阅读全帖 |
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u********e
发帖数: 4950 | 42
=================
Name Symbol EntryPrice LastPrice StockChg DowChg
OutPerformance Status
asquare sina 124.55 142.10 14.09% 0.91% 13.19% ITM
jingoshine pwrd 25.09 27.19 8.37% 0.91% 7.46% ITM
fullmargin yoku 60.13 64.10 6.60% 0.91% 5.70% ITM
wavelets ep 18.29 19.04 4.10% 0.91% 3.20% ITM
wavelets lvs 44.13 45.85 3.90% 0.91% 2.99% ITM
wavelets nflx 235.50 244.61 ... 阅读全帖 |
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u********e
发帖数: 4950 | 44
二组被DOW指数beat算你们输.同一个ID同一个股票只能参加其中一组（都参加我就亏
了）
低$5.
Name Symbol EntryPrice LastPrice StockChg DowChg
OutPerformance Status
asquare sina 124.550003 142.509995 14.42% -0.61% 15.03%
ITM
fullmargin yoku 60.13 67.480003 12.22% -0.61% 12.83%
ITM
jingoshine pwrd 25.09 28.147699 12.19% -0.61% 12.80%
ITM
wavelets lvs 44.130001 45.830002 3.85% -0.61%
4.46% ITM
wavelets nflx 235.5 241.899994 ... 阅读全帖 |
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w********2
发帖数: 16371 | 49 虽然老文了， 网上搜来，应该还能用：
发信人: magicfat (魔法胖子), 信区: Stock
标 题: 说说期权（1）
发信站: BBS 未名空间站 (Fri Aug 22 16:34:04 2008)
冒了个泡，被村长抓住，还留了作业让写点“ Option
Tutorials”。 这就算开始交作业吧 。打算写初中级的入
门，所以可能对 已经在作options的同修没什么意义。
8-）
先说说基本概念和术语。其实options--期权 --是A和B就
某只股票 X的未来走向下赌注，A 赌X在某个时间点T一定
低于 或者高于某个价 格P，B则赌相反。所以B就从A那里
买一个合约 ，说自订约到T那天止，不 管X的市场价P(t)
是多少，B可以有权选择以价格P从A那里买或 者卖给A
100股X。如果合约规定的是买的权利 ，这个合约就是一
个靠(Call)，如果是卖的权 利，就 是一个扑(Put)。T之
前的最后一个交 易日也就是我们常说的OE day。
所以要完整定义一项特定的期权，就要定义X ，P，T，以
及靠或扑。比如MSFT SEP 30 CALL 就是说“在九月的第三
个星期... 阅读全帖 |
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