期权交易简报—Nov 9~13, 2009
2009-11-15 00:04
本周公布业绩报告的个股回顾：
本周(Nov 9~13, 2009)市场承接上周的走势继续上涨，道指已站稳万点之上并冲高至10300。尽管部分经济数据并不理想，但由于美元走弱，道指仍然小幅度上涨。下周市场的走势应以盘整为主，上攻的力度不会太大，而下跌又有承接。本周的黄金仍然大幅度上涨，并已创出$1120新高位。但由于短期上涨过快有可能回调，应避免追高，待调整企稳后再进入。本人推荐的十只股票期权交易有七只盈利，收益率18%~241%，两只亏损，损失率-7%~-16% ，一只持平。平均收益率74%。详情见下表：
|
股票代码 |
收盘价 |
交易策略 |
期权价格 |
总投资 |
股票价格 |
平仓价格 |
收益率 |
|
FLR |
$45 |
Buy 50 Call |
$0.60 |
$1.10 |
$48.00 |
$0.90 |
0% |
|
|
|
Buy 40 Put |
$0.50 |
|
|
$0.20 |
|
|
PCLN |
$172 |
Buy 190 Call |
$2.80 |
$5.90 |
$209.00 |
$20.00 |
241% |
|
|
|
Buy 155 Put |
$3.10 |
|
|
$0.10 |
|
|
GOLD |
$77 |
Buy 80 Call |
$2.10 |
$4.10 |
$81.00 |
$2.90 |
24% |
|
|
|
Buy 75 Put |
$2.00 |
|
$76.00 |
$2.20 |
|
|
CTRP |
$60 |
Buy 65 Call |
$1.30 |
$2.40 |
$72.00 |
$7.80 |
229% |
|
|
|
Buy 55 Put |
$1.10 |
|
|
$0.10 |
|
|
GMCR |
$67 |
Buy 70 Call |
$2.50 |
$5.00 |
$76.00 |
$8.90 |
118% |
|
|
|
Buy 65 Put |
$2.50 |
|
$67.00 |
$2.00 |
|
|
ABV |
$96 |
Buy 100 Call |
$1.60 |
$2.60 |
$101.00 |
$3.70 |
46% |
|
|
|
Buy 90 Put |
$1.00 |
|
|
$0.10 |
|
|
ATK |
$82 |
Buy 85 Call |
$1.00 |
$2.20 |
$87.00 |
$2.40 |
18% |
|
|
|
Buy 80 Put |
$1.20 |
|
|
$0.20 |
|
|
KSS |
$57 |
Buy 60 Call |
$0.50 |
$1.50 |
$54.00 |
$0.10 |
-7% |
|
|
|
Buy 55 Put |
$1.00 |
|
|
$1.30 |
|
|
WMT |
$51 |
Buy 52.5 Call |
$0.40 |
$0.80 |
$54.00 |
$1.40 |
81% |
|
|
|
Buy 50 Put |
$0.40 |
|
|
$0.05 |
|
|
MBT |
$48 |
Buy 50 Call |
$1.40 |
$2.50 |
$51.00 |
$1.90 |
-16% |
|
|
|
Buy 45 Put |
$1.10 |
|
|
$0.20 |
|
下周公布业绩报告的个股预测：
下周(Nov 16~20) 继续有大批公司公布业绩，如：SHLD，SINA，CRM，NTES等。下周五是十一月期权到期日，如果你仍然持有十一月的期权合约，应在周五之前平仓。以下表格中列出了十只在公布业绩之后预计会有较大价格波动的股票以及期权交易策略。
|
股票代码 |
公布日期 |
时间 |
收盘价 |
交易策略 |
期权价格 |
总投资 |
|
SINA |
16-11月 |
AMC |
$42 |
Buy 43 Call |
$1.10 |
$2.00 |
|
|
|
|
|
Buy 41 Put |
$0.90 |
|
|
JEC |
17-11月 |
BMO |
$44 |
Buy 45 Call |
$0.80 |
$2.00 |
|
|
|
|
|
Buy 45 Put |
$1.20 |
|
|
TGT |
17-11月 |
BMO |
$49 |
Buy 50 Call |
$0.80 |
$1.70 |
|
|
|
|
|
Buy 48 Put |
$0.90 |
|
|
CRM |
17-11月 |
AMC |
$66 |
Buy 70 Call |
$1.10 |
$1.80 |
|
|
|
|
|
Buy 60 Put |
$0.70 |
|
|
NTAP |
18-11月 |
AMC |
$30 |
Buy 31 Call |
$0.50 |
$1.10 |
|
|
|
|
|
Buy 29 Put |
$0.60 |
|
|
NTES |
18-11月 |
BMO |
$40 |
Buy 41 Call |
$1.20 |
$2.50 |
|
|
|
|
|
Buy 39 Put |
$1.30 |
|
|
ROST |
19-11月 |
BMO |
$46 |
Buy 45 Call |
$1.50 |
$2.20 |
|
|
|
|
|
Buy 45 Put |
$0.70 |
|
|
SHLD |
19-11月 |
BMO |
$74 |
Buy 80 Call |
$1.00 |
$2.80 |
|
|
|
|
|
Buy 70 Put |
$1.80 |
|
|
TSL |
19-11月 |
BMO |
$39 |
Buy 41 Call |
$1.30 |
$2.70 |
|
|
|
|
|
Buy 37 Put |
$1.40 |
|
|
SJM |
20-11月 |
BMO |
$53 |
Buy 55 Call |
$0.70 |
$1.00 |
|
|
|
|
|
Buy 50 Put |
$0.30 |
|
BMO-before market open; AMC-after market close. 期权合约为十一月份，十一月二十日到期。
上述股票是利用本人经过多年研究与实践建立的筛选方法选择出来的。预计以上股票有70%的概率在公布业绩报告后股价将有-10%~+10%的价格波动。采用双向期权交易，无论涨跌都可获利，预期收益率30%~100%。
如果你有兴趣了解股票期权交易的详情或者有意接收免费期权交易简报，请发邮件至：b8optionclub@hotmail.com.
免责声明：以上内容只是本人的研究与分析成果，不作为任何买卖期权的建议。期权交易有风险，并非适合每一个人。入市要谨慎，风险须自负。
自我介绍：本人为职业工程师在政府部门从事技术工作，拥有风险分析硕士学位及期权执照。业余时间从事股票及期权交易多年，开发了一套适合于个人投资者利用期权进行投资风险管理的操作方法，愿意与大家分享。采用该方法不仅可以有效的降低风险，增加收益，而且无论股票价格上涨下跌都可获利。
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