[En] Lv0061 [Story of mysterious volatility spent 24h encountering Call Ratio Spread] +55,000 JPY


At first. The surreal title of this report was made by AI. I am not.

2019.02.20 (Wed) 10: 50 Tokyo Market AM Call Ratio Spread

■L61-h01-01日経225先物チャート

The Nikkei average has updated its latest high value and is steady.

 

■L61-h01-02IVスマイルカーブ

IV is a development that calls are popular.

 

■L61-h01-04ペイオフダイアグラム

■L61-h01-05日経225オプションポジション残高

Perhaps this is the first entry in “”. Shorting OTM calls that soared on today’s futures rise, long on ATM calls.

 

The ratio spread is the spread of “high winning percentage · low payoff ratio” of Gamma · Vega short, it can be said that it is a typical “the instant death position”. Although “” that appeared during the market closure only gets splendidly splendid, at least it is probably for the sake of him who strictly monitored the market while taking “Instant Running Attitude” in the middle of the stadium. Price alarm is required.

 

Some people say that “the ratio was made safe with calls” and others say that it is mysterious, but since Putto and Cole are two sides of the same, the danger level is the same as the synthetic Greeks, even if the ratio / Be sure to check the synthesized grease on your own and understand the magnitude of the risks you are taking. Although you may think that you are persistent, there are too many people who are misled by the enchantment of “high winning percentage” and blown away with the guy. Only Dragon Doshisha, who has come to read this report up to the remote areas of the Internet, is absolutely unwilling to do so.

 

will surely appear in someday.

[En] Ep0002 [Experience - Black Monday's S&P500 Option] Weekly Traders Tribune
"Week before the massive collapse, suddenly the price range suddenly expands, except for the stock market There w...

 

Many traders abhor the option selling as “Gamma Vega short, no good, absolutely”, but I like neutrality by placing likes and dislikes. It seems that it is option trade to make a spread that you can optimally adapt to the market price at any time. Like a cheap discussion that has been repeated many times, “Options will be selling, I will buy”, there is no point in seeking uniform answers there. Have likes and dislikes, sell when selling options, and buy when buying options.

 

“Ratio spread” will be the opposite sign of “back spread”. “Ratio Spread” win is a loss of “back spread”. Therefore, the timing of taking the position of the “ratio / spread” should be entered when the market conditions are lost if you combine “back spread”.

I think that it is better to take a round-trip from the following report in the timing of taking positions.

Lv0039【コール・バック・スプレッド/二番底を狙う】+92,000円
2018.11.22(木)01:55 コール・バック・スプレッド エントリー昨晩のNYタイムは大幅に下落し、ダウは一時-600ドルを超えた。しかし本日の日経平均は堅調とチグハグで未だ不安定な相場が続いている。今のところは昨日安値から500円

 

As mentioned in the spread of the “high winning ratio / low payoff ratio” of the Gamma · Vega short, the ratio spread on the friend, because the time decay is put on the side, even if the timing is slightly off, there are many cases It is also a feature. There is no doubt that there is no doubt that it is one of the excellent spreads, even if it is said that “the instant death position”, let’s use it with the TPO in mind.

 

By the way, in the report below, “” Call back spread “is a brother spread of usual” Ale “”.

[En] Lv0058 [Target a sleeping skew of three consecutive holidays by call back spread] +61,000 JPY
2019.02.12 (TUE) 10:40 Call back spread entry Entry The Tokyo market in the triple vacation starts a rocket. Foll...

 

I think that a good intuition has already noticed, but this time the position “call rate / spread” is the brother spread of “covered call”. The call buying leg of the “call ratio ratio spread” is a type of mini-purchased “covered call”, and the synthetic grease is more mild when compared with delta matching. Brother “covered call” is aggressive, younger brother “call ratio ratio spread” is warmer than older brother. There were too many katakana so I could no longer understand the translation.

 

The battle of “Protective & Back Brothers” VS “Covered & Brothers” will last forever. They are mutually opposite signs and can not be understood forever. Both of them have opposite properties, and they are excellent tags as good as they are to be defeated.

 

2019.02.21 (Thu) 14: 15 Tokyo Market Partial repayment in the afternoon

■L61-h02-01日経225先物チャート

Nikkei futures narrowed up and down while updating the new highs to 21550 yen earlier. Pass the FOMC minutes minutes early in the morning.

 

■L61-h02-02IVスマイルカーブ

NTM call putting out FOTM putting fine marks.

 

■L61-h02-04ペイオフダイアグラム

■L61-h02-05日経225オプションポジション残高

Position holds “”. Ranges of the Nikkei futures Rate only the alarm at the latest high depreciation, there is nothing to do. As a neglected system, is not it an excellent match with the calendar spread? But as the position is in position, we are not prohibited.

 

Whether the optimistic mood has expanded at a stretch, volatility has begun to be sold at such a time as recently unusual. Let’s repay the buyers quickly before each duty slippery party comes. If it feels like this, I guess the IV will probably drop off.

 

2019.02.21 (Thurs) 15:00 All repayment

■L61-h03-01日経225先物チャート

■L61-h03-02IVスマイルカーブ

Full repayment is completed. After peeling off, the process, ignore the sweater. Things necessary to not get injured with a ratio spread.
1903C22500 @-5qty 29.00 JPY -> close 17.00 JPY (+60,000 JPY)
1903C21500 @+1qty 275.00 JPY -> close 270.00 JPY (-5,000 JPY)
This profit and loss +55,000 JPY
Total profit and loss +55,000 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
Call Ratio 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