毒药 vs 葡萄

云起千百度
楼主 (文学城)

下面对这两种个股交易方式做探讨,目的是看已经上涨了一段时间的个股,毒药 vs 葡萄对账户收益的影响。

A。100%正股,Earning前买葡萄(PUT)做保护

B.  配置20%的2X (毒药),在Earning前卖出. 不做其他保护。(我目前在探索的配置)

On May 13 买入 (NVDA站上200日均线)

Purchased 1000sh NVDA @125, Spent $125,000, Value $125,000 Purchased 800sh NVDA @125, Spent $100,000, Purchased 550sh NVDL @45.45, spent $25,000. Total spent $125,000, Total Value $125,000

On May 28 (Earning after hour)

Has 1000sh [email protected], stock value $134,800. At the end of day bought 10 put @$4.65 (strike135, expire 5/30) . Spent $4,650.  Total cost for stock and put is $129,650. Has 800sh [email protected], stock value $107,840. At the end of day sold 550sh NVDL @$52.3, cash $28,765

If sell after hour NVDA $141.4. Assuming put becomes 0 tomorrow.

Has a profit 1000X 141.4-129,650 =$11,750 Has a profit 800X141.4 +28765 – 125000 =16885

If sell tomorrow imaging NVDA $150 (price up 11% 亮线 may sell). Assuming put becomes 0 tomorrow.

Has a profit 1000X 150-129,650 =$20350 Has a profit 800X150 +28765 – 125000 =23765

If sell tomorrow imaging NVDA up huge $160 (price 三心 may sell). Assuming put becomes 0 tomorrow.

Has a profit 1000X 160-129,650 =$30350 Has a profit 800X160 +28765 – 125000 =31765

On All above scenario, if Price up after earning , sold NVDL before ER has more profit than purchasing puts to protect.

Let's see what happens if price is down tomorrow

If sell tomorrow imaging NVDA $128 (price down 5% ). Assuming put becomes $6 tomorrow.

Has a profit 1000X 128 + 1000X6-129,650 =$4350 Has a profit 800X128 +28765 – 125000 =6165

If sell tomorrow imaging NVDA $121 (price down 10% ). Assuming put becomes $13 tomorrow.

A。 Has a profit 1000X 121 + 1000X13-129,650 =$4350

B。Has a profit 800X121 +28765 – 125000 =565

If sell tomorrow imaging NVDA down huge $110. Assuming put becomes 24 tomorrow.

A。Has a profit 1000X 110 + 1000X24-129,650 =$4350

B。Has a profit 800X110 +28765 – 125000 = -8235

结论:

持有一个上涨趋势的股票可以配置小比例毒药,在earning前卖出,收益风险比较还是很不错的。

B
BrightLine
先赞一个再看,哈哈
云起千百度
本贴只就早些时候与三心讨论,我ER前卖飞NVDL VS 应该买PUT,做了一些计算。结论是卖的对
B
BrightLine
你不卖毒药岂不更好?明天就是额外的10%?
云起千百度
万一跌了,我的毒药加倍跌
云起千百度
我卖了,就锁定了已有的利润。也是一种保护
三心三意
LOL too complicated. 如果说你在低位买了2XETF,然后在高位卖出,当然也不错啊
三心三意
不过觉得这和买Put是orthogonal 啊。两种方法都可以运用。不是非常明白讨论的关健点
B
BrightLine
你能不能算一下如果英伟达股票跌到110会是什么样的结局?
云起千百度
不是我非在低位买2X,而是200日均线买正股时直接小比例配置
云起千百度
在里面
云起千百度
因为你早前没问我的毒药是怎么回事,就下结论说不如put, LOL

事实上,我是在探索如果大牛股我配置2X,然后在暴涨后earning前卖出,要好过不配置2X,earning前买PUT

三心三意
我只是打个比喻。 Anyway,还是觉得这是两个平行的事。你同样可以对冲保护2xETF,操做要复杂一些罢了

2xETF volatility 肯定大于正股,所以你的对冲也会更贵一些。

云起千百度
对,那样会复杂多了。我还是要把时间和资金放在抓大局上,保护尽量用简单的,或者根本不用option做ER前的保护。
Q
QinHwang
看得眼花缭乱。 有没有个大概数据,你的操作过去yi周回报率大概多少?
三心三意
我的意思是,你仍然可以用Put 保护你的毒药而不需要卖飞它,但操做起来更复杂。你写的这个确实已经非常好了
云起千百度
是会看晕。我算过后心里就有数了。LOL

我不是按周算回报的。 YTD 各个账户20-35%

Q
QinHwang
您说我过去一周DT三次,回报率3.1% 不及格吧?
云起千百度
谢谢,今天与你下午的讨论促使我计算一下到底差别有多大,计算完了后心里就比较清楚什么样策略适合我
三心三意
配置少量2x在大牛股里本质上也是长持+少量波段的构思。不过这个用2x比较有意思。 可以借鉴!
云起千百度
坛子里已经一致认为你是学霸级别了
三心三意
我一般是用1x做那少量波段仓。以后也可以考虑你这个策略, 谢谢!
云起千百度
这个适用于上涨趋势确定了的波段,然后earning前就卖掉2X
Q
QinHwang
但这个回报率与“学霸”不相称。还有很多教训需要吸取。买的太急是主要弊病。止盈也许过早。
云起千百度
DT完全是另一个级别。我知道自己不能Handle那个节奏和压力,所以从没试过
三心三意
Of course, otherwise 2X will result in 2x loss :)
B
BrightLine
特斯拉上我买了2倍股,也卖了put,哈哈,你这个分析有意思