20150403:
目前DX及TY選擇權履約價各日行情, DX【靜待5ma轉折再進場】五月份選擇權以 99.000C,TY 四月已經結倉,五月份選擇權續以 128-00追蹤,列載追蹤列示如下;以供追蹤研究參考。(僅作分析檢討之用,並非投資建議,先予聲明)
DX 4月之OPTIONS各日權利金消長表【已到期】
20150306 99.000C 28 0.510 510.00
20150309 99.000C 25 0.515 515.00
20150310 99.000C 24 1.01 1,010.00
20150311 99.000C 23 1.90 1,900.00
20150312 99.000C 22 1.46 1,460.00
20150313 99.000C 21 2.08 2,080.00
20150316 99.000C 18 1.53 1,530.00
【最大獲利拉回80%以下減碼】
20150317 99.000C 17 1.465 1,465.00"
20150318 99.000C 16 0.805 805.00"
【5MA下彎出場另覓進場時機】
20150319 99.000C 15 1.135 1,135.00"
20150320 99.000C 14 0.405 405.00"
20150323 99.000C 11 0.16 160.00
20150324 99.000C 10 0.26 260.00
20150325 99.000C 9 0.15 150.00
20150326 99.000C 8 0.22 220.00
20150327 99.000C 7 0.10 100.00
20150330 99.000C 4 0.230 230.00
20150331 99.000C 3 0.22 220.00
20150401 99.000C 2 0.12 120.00
【已到期】
DX 5月之OPTIONS各日權利金消長表【以99.000C追蹤】
20150402 99.000C 36 0.535 535.00
【靜待5ma轉折再進場】
請參閱停損停利篇 切實風險控管:http://williamlai888.pixnet.net/blog/post/405222265
公債TY四月之OPTIONS【TY已到期】
日期 履約價 尚餘日數 收盤 權利金(USD)
20150220 127.00C 35 0-57 890.63
20150223 127.00C 32 1-09 1,140.63
20150224 127.00C 31 1-33 1,515.63
20150225 127.00C 30 1-35 1,546.88
20150226 127.00C 29 1-08 1,125.00
20150227 127.00C 27 1-35 1,546.88
20150302 127.00C 25 0-61 953.13
20150303 127.00C 24 0-46 718.75
20150304 127.00C 23 0-47 734.38
20150305 127.00C 22 0-49 765.63
20150306 127.00C 21 0-18 281.25
20150310 127.00C 17 0-37 578.13
20150311 127.00C 16 0-39 609.38
20150312 127.00C 15 0-45 703.13
20150313 127.00C 14 0-37 578.13"
20150316 127.00C 11 0-42 656.25
20150317 127.00C 10 0-53 828.13
20150318 127.00C 9 1-39 1,609.38
20150319 127.00C 8 1-17 1,265.63
【收在128-27之上再進場】
20150320 127.00C 7 1-45 1,703.13
20150323 127.00C 4 1-55 1,859.38"
20150324 127.00C 3 2-07 2,109.38"
20150325 127.00C 2 1-53 1,828.13
20150326 127.00C 1 1-16 1,250.00"
【屆到期日結倉】
公債TY五月之OPTIONS【20150327換以128.00C追蹤】
20150327 128.00C 27 1-11 1,171.87
20150330 128.00C 25 1-05 1,078.13
20150331 128.00C 24 1-16 1,250.00
20150401 128.00C 23 1-38 1,593.75
20150402 128.00C 22 1-26 1,406.25
請參閱停損停利篇 切實風險控管:http://williamlai888.pixnet.net/blog/post/405222265
(僅作分析檢討之用,並非投資建議,先予聲明)