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.
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 $125,000On 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 $28,765If 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 =16885If 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 =23765If 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 =31765On 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 =6165If 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。
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
2xETF volatility 肯定大于正股，所以你的对冲也会更贵一些。
我不是按周算回报的。 YTD 各个账户20-35%