趨勢分析:
觀察重點 : As we said: ” Don’t short again at this moment” yesterday. Dow Jones up 161 point today. But , It got an arbitrage opportunity , so , we buy April 120C & 113P at 1.46 price. Again, let market teaches us.
籌碼分析: 三月put call ratio往下降,至少手中空單應先回補,結算會有行情,我們且不猜它的上或下,等待絕對好時機
波動度預測(Arbitrage):
波動度預測(Arbitrage):
昨日說:”最低點為11555,然後就反彈, 並沒有到我們設定的11537,根據經驗,空單要先回補”,果然今天又漲,今年以來快漲快跌,不夠強壯的人是要生病的.收盤的點,Dow Jones和Nasdaq紛紛來到套利點,故買進120C及113P分別為1.46
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