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S*******k
发帖数: 106 | 1 I have an option trade idea that I want to share with you guys. People
always talk about shorting FAS is better than buying FAZ because 3x ETF
decay quite quickly. If that's the case, we can sell FAS calls to collect
double-decay, right?
If the market volidity is the concern, we could sell FAS calls in 1-2 months
instead of the current month call.
Do you guys think this is a good idea? Please share your thoughts on this
with me. Thx! | c*****k
发帖数: 2080 | 2 no， actually I never liked the idea to short 3x ETF due to their high
volatity. a quick example is from Sept to now, if you have mis-read the
market, short TNA already lost 100% while long TZA only give you 50% loss.
Plus, if you have right on the market, the return on TNA will be more than
100% but short TZA only give you about 50% return.
Same as 3X options, think about if it is naked.
2 years back, I had some live trading shared with some friends by own both
FAS/FAZ and sell their covered calls, experience I got is that is not fun
neither.
months
【在 S*******k 的大作中提到】
: I have an option trade idea that I want to share with you guys. People
: always talk about shorting FAS is better than buying FAZ because 3x ETF
: decay quite quickly. If that's the case, we can sell FAS calls to collect
: double-decay, right?
: If the market volidity is the concern, we could sell FAS calls in 1-2 months
: instead of the current month call.
: Do you guys think this is a good idea? Please share your thoughts on this
: with me. Thx!
| S*******k
发帖数: 106 | 3 多谢C-帅分享，记下了。
【在 c*****k 的大作中提到】
: no， actually I never liked the idea to short 3x ETF due to their high
: volatity. a quick example is from Sept to now, if you have mis-read the
: market, short TNA already lost 100% while long TZA only give you 50% loss.
: Plus, if you have right on the market, the return on TNA will be more than
: 100% but short TZA only give you about 50% return.
: Same as 3X options, think about if it is naked.
: 2 years back, I had some live trading shared with some friends by own both
: FAS/FAZ and sell their covered calls, experience I got is that is not fun
: neither.
:
| a****n
发帖数: 132 | 4 The decay of Fas is minimal, but the decay of Faz is a lot
The same to SSO and SDS, et al. |
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