BABA回本之路

品種空格成交日期方向數量價格金額手續費權力倉位網格利潤
BABA03DEC21 140.0 P2021-11-18, 09:32:33SELL-12.14214.00-1.52O-1212.48
BABA03DEC21 140.0 P2021-11-18, 09:40:23SELL-13.2320.00-0.72O-2531.76
BABA03DEC21 140.0 P2021-11-22, 11:17:17SELL-16.4640-1.02O-31170.74
BABA03DEC21 140.0 P2021-11-30, 10:52:59SELL-112.81,280.00-1.03O-42449.71
BABA2021-12-03BUY400140-56,000.000A;O396-53550.29
BABA03DEC21 140.0 P2021-12-03BUY4000A;C400-53550.29
BABA31DEC21 135.0 C2021-12-17, 10:02:51SELL-41.14456-2.66O396-53096.95
BABA07JAN22 115.0 C2021-12-30, 09:35:46SELL-441,600.00-2.7O;P392-51499.65
BABA31DEC21 135.0 C2021-12-31, 09:54:19BUY40.01-4.00-1.09C;P396-51504.74
BABA07JAN22 115.0 C2022-01-04, 09:31:13BUY45.57-2,228.00-1.37C400-53734.11
BABA14JAN22 116.0 C2022-01-04, 09:31:13SELL-46.372,548.00-1.39O396-51187.50
BABA14JAN22 116.0 C2022-01-07, 10:39:19BUY416.1625-6,465.00-1.74C;P400-57654.24
BABA18FEB22 120.0 C2022-01-07, 10:39:19SELL-416.81256,725.00-1.78O;P396-50931.02
BABA18FEB22 120.0 C2022-02-16, 09:30:07BUY46.7-2,680.00-2.1C;P400-53613.12
BABA25FEB22 121.0 C2022-02-16, 09:30:07SELL-48.23,280.00-2.12O;P396-50335.24
BABA25FEB22 121.0 C2022-02-25BUY4000C;Ep400-50335.24
BABA11MAR22 122.0 C2022-03-01, 09:59:03SELL-40.83332-1.61O396-50004.85
BABA11MAR22 122.0 C2022-03-11BUY4000C;Ep400-50004.85
BABA18MAR22 95.0 C2022-03-11, 09:46:10SELL-12.08208-0.75O399-49797.60
BABA18MAR22 95.0 C2022-03-11, 09:46:31SELL-32.09627-1.21O396-49171.81
BABA18MAR22 95.0 C2022-03-17, 09:30:12BUY46.56-2,624.00-1.4C400-51797.21
BABA25MAR22 98.0 C2022-03-17, 09:30:12SELL-47.062,824.00-1.42O396-48974.63
BABA25MAR22 98.0 C2022-03-21, 10:23:45BUY44.71-1,884.00-1.24C;P400-50859.87
BABA01APR22 100.0 C2022-03-21, 10:23:45SELL-45.362,144.00-1.26O;P396-48717.13
BABA01APR22 100.0 C2022-04-01, 10:39:40BUY415.6475-6,259.00-1.51C;P400-54977.64
BABA22APR22 101.0 C2022-04-01, 10:39:40SELL-416.266,504.00-1.55O;P396-48475.19
BABA22APR22 101.0 C2022-04-20, 09:31:12BUY20.44-88-0.7C398-48563.89
BABA29APR22 101.0 C2022-04-20, 09:31:12SELL-21.49298-0.7O396-48266.59
BABA29APR22 101.0 C2022-04-20, 09:49:33BUY20.24-48-0.66C;P398-48315.25
BABA29APR22 101.0 C2022-04-20, 09:49:33SELL-21.12224-0.66O;P396-48091.91
BABA29APR22 101.0 C2022-04-27, 09:30:14BUY40.27-108-1.4C400-48201.31
BABA06MAY22 101.0 C2022-04-27, 09:30:14SELL-40.69276-1.41O396-47926.72
BABA06MAY22 101.0 C2022-04-29, 11:34:51BUY44.1775-1,671.00-1.56C;P400-49599.28
BABA17JUN22 100.0 C2022-04-29, 11:34:51SELL-410.42754,171.00-1.59O;P396-45429.87
BABA17JUN22 100.0 C2022-06-14, 09:33:41BUY44.8425-1,937.00-1.51C;P400-47368.38
BABA24JUN22 98 C2022-06-14, 09:33:41SELL-47.64753,059.00-1.59O;P396-44310.97
BABA24JUN22 98 C2022-06-24BUY4000A;C400-44310.97
BABA2022-06-24SELL-4009839,200.00-0.95A;C0-5111.92
BABA15JUL22 96 P2022-07-05, 09:30:05SELL-60.58348-2.42O-6-4766.34
BABA15JUL22 96 P2022-07-14, 11:35:23BUY60.69-414-2.09C0-5182.43
BABA22JUL22 96 P2022-07-14, 11:35:23SELL-61.791,074.00-2.13O-6-4110.56
BABA22JUL22 96 P2022-07-19, 09:35:22BUY60.61333333-368-2.51C;P0-4481.07
BABA29JUL22 96 P2022-07-19, 09:35:22SELL-61.713333331,028.00-2.55O;P-6-3455.62
BABA29JUL22 96 P2022-07-29, 10:38:14BUY63.81166667-2,287.00-2.51C;P0-5745.13
BABA05AUG22 96 P2022-07-29, 10:38:14SELL-66.268333333,761.00-2.61O;P-6-1986.74
BABA2022-08-05BUY60096-57,600.000A;O594-59586.74
BABA05AUG22 96 P2022-08-05BUY6000A;C600-59586.74
BABA19AUG22 106 C2022-08-09, 09:30:21SELL-60.35210-2.41O594-59379.15
BABA19AUG22 106 C2022-08-19BUY6000C;Ep600-59379.15
BABA16SEP22 88 C2022-08-25, 09:32:04SELL-69.95,940.00-4.34O594-53443.49
BABA16SEP22 88 C2022-09-16BUY6000C;Ep600-53443.49
BABA28OCT22 87 C2022-10-17, 09:36:09SELL-60.5300-1.69O;P594-53145.18
BABA28OCT22 87 C2022-10-28BUY6000C;Ep600-53145.18
BABA25NOV22 87 C2022-11-07, 09:31:21SELL-60.75450.00-1.63O594-52696.81
BABA25NOV22 87 C2022-11-25BUY6000C;Ep600-52696.81
BABA09DEC22 86 C2022-11-28, 09:43:25SELL-60.92552-4.15O594-52148.96
BABA09DEC22 86 C2022-12-07, 09:31:53BUY62.86-1,716.00-2.03C600-53866.99
BABA16DEC22 84 C2022-12-07, 09:31:53SELL-65.873,522.00-2.12O594-50347.11
BABA2022-12-16SELL-6008450,400.00-1.23A;C-651.66
BABA16DEC22 84 C2022-12-16BUY6000A;C051.66
交易记录

简单说下这个过程,首先,2021年底,因为认知偏差,竟然卖出了4手阿里巴巴(BABA)140PUT,可能也就是为了赚2400块,查理曼格什么的也在这时候买过。

然后此股一路下跌。

12月初被put进来,自此,只能开始sell call,一开始卖135,想的是结合第一笔的期权费,加起来高于140,后来跌得过快,就必须搞一些冒险活动,先卖出了115put赚4块,一月四号roll到116,额外赚0.8。一月七号roll到120,额外赚0.5。就这么累加上去,相当于如果涨得实在过快,这个时候被call行权,约等于卖到125.3,也就亏10块。2月16日以1.4的额外成本继续roll到121,并最终行权第一次,实卖127.7。

几点之后又开始大跌,这时候机会来了,先卖出96put,6手,连续roll到7-29,总亏损一共降低到-1986.74。

put成交进来之后,先保守call105之类的价格,后来灵机一动,直接call掉88,卖出价实际上97.9。此后往下roll,直到84,最终成功在年底反弹里面出售,总体回本。

整体看来,阿里巴巴140买入,84卖出的操作,就靠期权费最终没亏。

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