[En] Lv0060 [Put Back Spreads to Target Put Heights Before Three Week in the US] +30,000 JPY


I intended to write this report, but on the other hand I decided to upload it as a teacher. In terms of trade, it has become a very low-quality report, but I think that it will be pardon there.

2019.02.15 (Fri) 13: 50 Put Back Spread entry

■L60-h01-01日経225先物チャート
Tokyo market afternoon. Nikkei futures that were knocked down from 21,000 units last night’s NY time. Today we have close access at 21,000 cars and ceiling. So far it has been in the low price zone.

 

■L60-h01-02IVスマイルカーブ

With the futures falling by more than 400 yens yesterday from a high price of over 2,200 yen OTM calls are rolling out. Putt is fine but it is close to no reaction.

 

■L60-h01-04ペイオフダイアグラム

■L60-h01-05日経225オプションポジション残高

Although it can not be said that the perfect condition is complete, entrance put put back spread midway. Back spread 3 times repeated.

Putt is still thin, but tonight in the NY time before the three consecutive holidays, if the wall seems to respond negatively to – emergency declaration – economic slowdown fears recurrence – China trade negotiations – Will not it be a heap of magnificence? Of course the put-back spread is strong against rising futures, so it would be a realistic best scenario for the position to be a flow of 21,000 yen recovery to NS rather. Raise WIN, lower, WIN, Yoko Yoko LOSE. Law of three to two. Training of the guild.

 

Even so, I do not care what the IV does not follow the rapid rise of RV.

日経225オプションIV推移
「スマイルキャッチャー」で取得した大引け時点の日経225オプションIVの推移です。・Nikkei225F = 日経225先物仲値・ATM_IV = ATMのIV(インプライド・ボラティリティ)・PUT_IV(D-0.1) = OTMプット(

 

2019.02.16 (Sat) 02: 05 NY market lunch time course

■L60-h02-01日経225先物チャート

Nikkei futures of NS have been steady. Last time President Trump invoked the emergency declaration as planned.

 

■L60-h02-02IVスマイルカーブ

Paddle-rise C peeling off.

 

■L60-h02-04ペイオフダイアグラム

■L60-h02-05日経225オプションポジション残高

It is supposed to be the put-back spread WIN …… as expected in the “rise of P pile C peeling”, but what is “convex smile” around this ATM 21000. Because it is selling here exactly, it will not be beautifully WIN unless it is dragged and dropped by the call scrape … …. Is the rice market before the three consecutive holidays so far so far? It is a pattern that seems to be one step ahead in NY afternoon, but I will enter into repayment position of position.

Incidentally, I am missing reading one. This “raise P pile C peeling” is merely “slide effect” of IV, and it is not a fact that put is conscious with conscious of the US market triple holiday. I completely bugged here.

 

” of IV can be observed with a smile curve. Since it is important in conducting volatility trade, you can use it if you remember this characteristic. For example, “” is a Delta Neutral spread that combines “Put Buying + Call Selling + Mini Bought” and “Full Height C Bonding C Off” by “Spread of Pet”, “Put Selling + Call purchase + mini selling “, which is also spread using the delta neutral spread,” lowering P peeling C prime “, respectively.

 

When this spread is broken down, the former is “Protective put + covered call”, the latter is “covered put + protective call”. In any case, if you do not take the position after timing with the “slide effect” in mind, profits will not come out. As I wrote repeatedly in this report so far, I may have gotten tired of listening to bad news.

 

We prepared a simple movie showing “slide effect”, so please refer to it.

 

2019.02.16(土)04:30 全返済

■L60-h03-01日経225先物チャート

■L60-h03-02IVスマイルカーブ

Full repayment is completed. After throwing the buy ball, I ran the seller and it was nice to be able to return it plus. Forcible position taking is Ikan Fierce reflection. I have to aim more carefully.

1903P20750 @-1qty 280.00 JPY -> close 150.00 JPY (+130,000 JPY)
1903P18000 @+20qty 13.00 JPY -> close 8.00 JPY (-100,000 JPY)
This profit and loss +30,000 JPY
Total profit and loss +30,000 JPY

「ゑもんレポート」全記事キーワード検索
スポンサーリンク
スポンサーリンク
Put Back Spread
スポンサーリンク
Dogezaemon_Uenoharaをフォローする

【日経225先物オプション】専業トレーダー。Extremistan の僻地辺境、山岳地帯にひっそりと生息する Chronolynx(クロノリンクス) というユキヒョウに似たネコ科のサブスピーシーズ。好物はクズOP。2005年にFXデビュー後、2010年からオプションをメインにトレード。3.11で吹き飛んだことを切欠に、とある天才プロ集団であるクローズドギルドで勉強させてもらえることに。以来、戦友たちと切磋琢磨しつつ【ギルドの訓え】を身に付けるべく実践し、真剣に日々の取引を積み上げています。本サイトの開設は2018.07。

[Nikkei 225 option] trader. Snow leopard living in Extremistan, favorite is garbage OP. After FX debut in 2005, we trade the option to main from 2010. By noticing what we blew up in 3.11 we decided to study at a closed guild, a genius professional group. Since then, practicing to acquire [Guild's lesson] while practicing hardly with the fellows, we are accumulating daily transactions seriously. The opening of this site is 2018.07. TOKYO, JAPAN.

[Monthly profit and loss]

2019.03 +384,000 JPY
2019.02 +385,000 JPY
2019.01 +474,000 JPY
2018.12 +1,735,000 JPY
2018.11 +371,000 JPY
2018.10 +1,947,000 JPY
2018.09 +201,000 JPY
2018.08 +556,500 JPY

Dogezaemon_Uenoharaをフォローする
Emon Report for Nikkei225option trading
タイトルとURLをコピーしました