Test http://www.chineseworldnet.com/node/135
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年回報率153.68%的鐵鷹套利

這個鐵鷹套利有63.14%的盈利概率,盈虧平衡區間是24.59-34.41美元,就是說QQQQ在3月到期日前波動不超過10美元就可以盈利。 離到期日還有38天,回報率可達16%,等於153.68%的年回報率。

PowerShares Excha (NGM: QQQQ)
• 最新股價: 30.34
• 股價變化: -1.16
• 變化(%): -3.68%
• 昨天收盤: 31.5
• 今天開盤: 31.3
• 今天交易量: 232790536
• 平均交易量: 134812000
• 市值: 14000M
• 每股盈利: #N/A [1]
• 市盈率PE: #N/A [1]
• 在外股數: 461450K
• beta比率: 1.25
• 今天最高: 31.68
• 今天最低: 30.1
• 52週最高: 50.61
• 52週最低: 25.05

期權策略
• 組成
o 買進MAR09到期的22 Put ,期權代碼是:. QAVOV
o 賣出MAR09到期的25 Put ,期權代碼是:.QAVOY
o 賣出MAR09到期的34 Call ,期權代碼是:.QAVCH
o 買進MAR09到期的37 Call ,期權代碼是:.QQQCK
• 價格: $41 Credit
• 風險: -$259
• 成本: -$259
• 利潤: $5.14
• Delta: -7.89
• Gamma: -7.516
• Vega: -$3.05
• Theta(每天): $1.7
• (按一個合約計算)

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Gray Zhi
OptionStoa.com

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