[問題] 誠心請教各位
小弟是非常新的新手,到今天為止投資股票的資歷剛滿四個月。
因為興趣的關係,趁著寒假將陳威光教授出的選擇權一書看完了,不過真的遇到不少問題
但是因為不是相關科系,加上學校也沒有相關科系...所以想來這邊請問各位高手>"<
我目前資金總額非常少,連吃飯錢算下去大約十萬元左右,已經將八萬左右的資金放在
股票市場上,另一萬元在選擇權部分,目前持有十張中華電認購、一張京城銀認售
(因為不懂不敢亂玩,所以寧願被手續費吃掉不少也沒關係)
之前也曾嘗試買賣過四五次的選擇權,有賺有賠...
--
我想請問以下幾個問題,如有非常愚蠢之處還麻煩多請見諒Orz
1.就我所知普通人是沒辦法「賣出」權證的,為何我聽說我的友人能夠賣出買權呢?
另外看板上的盤中討論串,不知道是不是我弄錯了,我看到人賣了好多Call..= =
還是說那是期貨?
2.想請問波動度應該要看幾個月的比較好?因為券商(以元大為例)提供的有
一個月、三個月、六個月不等的波動度...如果實務上來說該看哪一種比較好呢?
還是說找一個最低的來算...?
3.真的有可能有套利的機會嗎?還是早就被程式交易給吃掉了呢?
4.還有一個我最不懂的,波動度不就是預期報酬偏離bababal算出來的嗎?為何在股價
大跌的時候VIX會大升,而大漲的時候不會突然大升反而降低呢?
5.如果預期股價不會突然大跌的情況,是否可不理會笑狀波幅而選擇波動度較小的部分
交易呢(以買權來說)?
只要delta不要太低,應該都還可以接受吧?想請問大家都在哪個區間交易呢?
6.是否推薦先學期貨之後再來交易選擇權?不然好多期指選擇權的地方不懂...QQ
不好意思,一次這麼多問題...希望能簡短的給我一點解答就好>"<
--
※ 發信站: 批踢踢實業坊(ptt.cc)
◆ From: 111.250.140.75
推
02/19 19:26, , 1F
02/19 19:26, 1F
→
02/19 19:27, , 2F
02/19 19:27, 2F
推
02/19 19:27, , 3F
02/19 19:27, 3F
→
02/19 19:28, , 4F
02/19 19:28, 4F
推
02/19 19:29, , 5F
02/19 19:29, 5F
→
02/19 19:35, , 6F
02/19 19:35, 6F
→
02/19 19:37, , 7F
02/19 19:37, 7F
推
02/19 19:40, , 8F
02/19 19:40, 8F
→
02/19 19:40, , 9F
02/19 19:40, 9F
→
02/19 19:40, , 10F
02/19 19:40, 10F
→
02/19 19:41, , 11F
02/19 19:41, 11F
→
02/19 19:42, , 12F
02/19 19:42, 12F
→
02/19 19:43, , 13F
02/19 19:43, 13F
→
02/19 19:43, , 14F
02/19 19:43, 14F
→
02/19 19:44, , 15F
02/19 19:44, 15F
→
02/19 19:44, , 16F
02/19 19:44, 16F
→
02/19 19:44, , 17F
02/19 19:44, 17F
→
02/19 19:45, , 18F
02/19 19:45, 18F
→
02/19 19:45, , 19F
02/19 19:45, 19F
→
02/19 19:45, , 20F
02/19 19:45, 20F
→
02/19 19:46, , 21F
02/19 19:46, 21F
→
02/19 19:46, , 22F
02/19 19:46, 22F
→
02/19 19:46, , 23F
02/19 19:46, 23F
推
02/19 19:46, , 24F
02/19 19:46, 24F
→
02/19 19:46, , 25F
02/19 19:46, 25F
→
02/19 19:47, , 26F
02/19 19:47, 26F
→
02/19 19:47, , 27F
02/19 19:47, 27F
→
02/19 19:47, , 28F
02/19 19:47, 28F
→
02/19 19:47, , 29F
02/19 19:47, 29F
→
02/19 19:48, , 30F
02/19 19:48, 30F
→
02/19 19:48, , 31F
02/19 19:48, 31F
→
02/19 19:49, , 32F
02/19 19:49, 32F
→
02/19 19:49, , 33F
02/19 19:49, 33F
→
02/19 19:49, , 34F
02/19 19:49, 34F
→
02/19 19:49, , 35F
02/19 19:49, 35F
→
02/19 19:50, , 36F
02/19 19:50, 36F
→
02/19 19:50, , 37F
02/19 19:50, 37F
→
02/19 19:50, , 38F
02/19 19:50, 38F
→
02/19 19:51, , 39F
02/19 19:51, 39F
→
02/19 19:52, , 40F
02/19 19:52, 40F
推
02/19 19:52, , 41F
02/19 19:52, 41F
→
02/19 19:52, , 42F
02/19 19:52, 42F
→
02/19 19:53, , 43F
02/19 19:53, 43F
→
02/19 19:54, , 44F
02/19 19:54, 44F
→
02/19 19:57, , 45F
02/19 19:57, 45F
推
02/19 20:03, , 46F
02/19 20:03, 46F
→
02/19 20:03, , 47F
02/19 20:03, 47F
→
02/19 20:21, , 48F
02/19 20:21, 48F
推
02/19 20:30, , 49F
02/19 20:30, 49F
→
02/19 20:30, , 50F
02/19 20:30, 50F
→
02/19 20:30, , 51F
02/19 20:30, 51F
→
02/19 20:30, , 52F
02/19 20:30, 52F
→
02/19 20:35, , 53F
02/19 20:35, 53F
→
02/19 20:38, , 54F
02/19 20:38, 54F
→
02/19 20:39, , 55F
02/19 20:39, 55F
推
02/19 20:52, , 56F
02/19 20:52, 56F
→
02/19 20:53, , 57F
02/19 20:53, 57F
→
02/19 20:54, , 58F
02/19 20:54, 58F
→
02/19 20:54, , 59F
02/19 20:54, 59F
→
02/19 20:56, , 60F
02/19 20:56, 60F
→
02/19 20:56, , 61F
02/19 20:56, 61F
→
02/19 21:40, , 62F
02/19 21:40, 62F
→
02/19 21:40, , 63F
02/19 21:40, 63F
→
02/19 22:03, , 64F
02/19 22:03, 64F
→
02/19 22:04, , 65F
02/19 22:04, 65F
推
02/19 22:16, , 66F
02/19 22:16, 66F
→
02/19 22:17, , 67F
02/19 22:17, 67F
→
02/19 22:18, , 68F
02/19 22:18, 68F
推
02/19 23:36, , 69F
02/19 23:36, 69F
→
02/19 23:36, , 70F
02/19 23:36, 70F
→
02/20 00:20, , 71F
02/20 00:20, 71F
推
02/20 00:22, , 72F
02/20 00:22, 72F
→
02/20 00:22, , 73F
02/20 00:22, 73F
推
02/20 00:23, , 74F
02/20 00:23, 74F
→
02/20 00:24, , 75F
02/20 00:24, 75F
→
02/20 00:24, , 76F
02/20 00:24, 76F
推
02/20 00:25, , 77F
02/20 00:25, 77F
→
02/20 00:26, , 78F
02/20 00:26, 78F
→
02/20 09:11, , 79F
02/20 09:11, 79F
→
08/13 00:23, , 80F
08/13 00:23, 80F
→
09/15 07:22, , 81F
09/15 07:22, 81F
→
11/07 06:44, , 82F
11/07 06:44, 82F
→
01/01 15:24,
5年前
, 83F
01/01 15:24, 83F
討論串 (同標題文章)