风雨168
2023-11-24
这篇文章不错,转发给大家看看
@OptionS:
期权感悟(8):SCSP(sell cs puts)策略优点
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</span></a></p><p><a href=\"https://www.laohu8.com/post/686421205\" target=\"_blank\"><span>美团 </span></a></p><p><a href=\"https://www.laohu8.com/post/682814566\" target=\"_blank\"><span>谷歌进入sell put狩猎区间 </span></a> </p><p><a href=\"https://www.laohu8.com/post/682560196\" target=\"_blank\"><span>苹果</span></a> </p><p> </p></body></html>","htmlText":"<html><head></head><body><p>之前介绍过Sell cs puts策略的缺点:<a href=\"https://www.laohu8.com/post/686530118\" target=\"_blank\"><span>期权感悟 (4) : SCSP(sell cs put)缺点 </span></a></p><p>基础知识:什么是Sell put?以及什么是 Cash-secured见:<a href=\"https://www.laohu8.com/post/686590477\" target=\"_blank\"><span>期权感悟(3):Cash-secured </span></a></p><p>今天聊聊SCSP的优点:</p><p>1、<strong>胜率高</strong></p><p>sell otm put,并做到cash-secured,即使是熊市,胜率也能做到70%+,甚至85%+。</p><p>2、<strong>容错性</strong>,提供一定的安全边际,可以扛过熊市</p><p>从美团案例:<a href=\"https://www.laohu8.com/post/686421205\" target=\"_blank\"><span>期权感悟 (5) : 典型案例:美团 </span></a> 可以看出在460-100-190这波股价过山车,最后还是可以盈利收场。</p><p>熊市、震荡市伴侣。</p><p>3、<strong>时间的朋友</strong></p><p>正股上下震荡,股价持平,或者跌的速度慢于行权价的安全垫程度,都可以赚钱。</p><p>sell put赚的是theta的钱,时间价值,而非delta。(注:delta、theta 期权希腊字母)</p><p>4、<strong>更容易产生投资线索</strong></p><p>因为sell put只需要正股不暴跌,微跌和持平都能接受,所以是一种弱看多策略,弱看多的标的还是比强看多标的好找很多。</p><p>5、<strong>不需要盯盘</strong></p><p>比如选好了<a target=\"_blank\" href=\"https://laohu8.com/S/BABA\">$阿里巴巴(BABA)$</a> 选好了<a target=\"_blank\" href=\"https://laohu8.com/S/TSLA\">$特斯拉(TSLA)$</a> 、美团,选择自己能接受的接盘价格,每周/月特定周期下单就行,日常正常波动不太care 。(但需要管理接盘资金安排)。更多时间是用于公司基本面研究,多少估值是合理的,更加回归投资本质。</p><p>注:<strong>请搭配缺点那篇阅读</strong>,<strong>没有完美的策略和金融工具,每个策略想清楚优缺点,找到匹配的认知场景</strong>。</p><p>典型案例见:</p><p><a href=\"https://www.laohu8.com/post/682657768\" target=\"_blank\"><span>为什么Tesla是好的sell put标的? </span></a></p><p><a href=\"https://www.laohu8.com/post/686421205\" target=\"_blank\"><span>美团 </span></a></p><p><a href=\"https://www.laohu8.com/post/682814566\" target=\"_blank\"><span>谷歌进入sell put狩猎区间 </span></a> </p><p><a href=\"https://www.laohu8.com/post/682560196\" target=\"_blank\"><span>苹果</span></a> </p><p> </p></body></html>","text":"之前介绍过Sell cs puts策略的缺点:期权感悟 (4) : SCSP(sell cs put)缺点 基础知识:什么是Sell put?以及什么是 Cash-secured见:期权感悟(3):Cash-secured 今天聊聊SCSP的优点: 1、胜率高 sell otm put,并做到cash-secured,即使是熊市,胜率也能做到70%+,甚至85%+。 2、容错性,提供一定的安全边际,可以扛过熊市 从美团案例:期权感悟 (5) : 典型案例:美团 可以看出在460-100-190这波股价过山车,最后还是可以盈利收场。 熊市、震荡市伴侣。 3、时间的朋友 正股上下震荡,股价持平,或者跌的速度慢于行权价的安全垫程度,都可以赚钱。 sell put赚的是theta的钱,时间价值,而非delta。(注:delta、theta 期权希腊字母) 4、更容易产生投资线索 因为sell put只需要正股不暴跌,微跌和持平都能接受,所以是一种弱看多策略,弱看多的标的还是比强看多标的好找很多。 5、不需要盯盘 比如选好了$阿里巴巴(BABA)$ 选好了$特斯拉(TSLA)$ 、美团,选择自己能接受的接盘价格,每周/月特定周期下单就行,日常正常波动不太care 。(但需要管理接盘资金安排)。更多时间是用于公司基本面研究,多少估值是合理的,更加回归投资本质。 注:请搭配缺点那篇阅读,没有完美的策略和金融工具,每个策略想清楚优缺点,找到匹配的认知场景。 典型案例见: 为什么Tesla是好的sell put标的? 美团 谷歌进入sell put狩猎区间 苹果","highlighted":2,"essential":2,"paper":2,"link":"https://laohu8.com/post/682180308","repostId":0,"isVote":1,"tweetType":1,"commentLimit":10,"symbols":["TSLA","BABA"],"verified":2,"subType":0,"readableState":1,"langContent":"CN","currentLanguage":"CN","warmUpFlag":false,"orderFlag":false,"shareable":true,"causeOfNotShareable":"","featuresForAnalytics":[],"commentAndTweetFlag":false,"andRepostAutoSelectedFlag":false,"upFlag":false,"length":1032,"xxTargetLangEnum":"ZH_CN"},"isVote":1,"tweetType":1,"viewCount":3127,"commentLimit":10,"likeStatus":false,"favoriteStatus":false,"reportStatus":false,"symbols":[],"verified":2,"subType":0,"readableState":1,"langContent":"CN","currentLanguage":"CN","warmUpFlag":false,"orderFlag":false,"shareable":true,"causeOfNotShareable":"","featuresForAnalytics":[],"commentAndTweetFlag":false,"andRepostAutoSelectedFlag":false,"upFlag":false,"length":27,"xxTargetLangEnum":"ZH_CN"},"commentList":[],"isCommentEnd":true,"isTiger":false,"isWeiXinMini":false,"url":"/m/post/245032045449456"}
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