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 |
BABA | 03DEC21 140.0 P | 2021-11-18, 09:32:33 | SELL | -1 | 2.14 | 214.00 | -1.52 | O | -1 | 212.48 |
BABA | 03DEC21 140.0 P | 2021-11-18, 09:40:23 | SELL | -1 | 3.2 | 320.00 | -0.72 | O | -2 | 531.76 |
BABA | 03DEC21 140.0 P | 2021-11-22, 11:17:17 | SELL | -1 | 6.4 | 640 | -1.02 | O | -3 | 1170.74 |
BABA | 03DEC21 140.0 P | 2021-11-30, 10:52:59 | SELL | -1 | 12.8 | 1,280.00 | -1.03 | O | -4 | 2449.71 |
BABA | 2021-12-03 | BUY | 400 | 140 | -56,000.00 | 0 | A;O | 396 | -53550.29 | |
BABA | 03DEC21 140.0 P | 2021-12-03 | BUY | 4 | 0 | 0 | 0 | A;C | 400 | -53550.29 |
BABA | 31DEC21 135.0 C | 2021-12-17, 10:02:51 | SELL | -4 | 1.14 | 456 | -2.66 | O | 396 | -53096.95 |
BABA | 07JAN22 115.0 C | 2021-12-30, 09:35:46 | SELL | -4 | 4 | 1,600.00 | -2.7 | O;P | 392 | -51499.65 |
BABA | 31DEC21 135.0 C | 2021-12-31, 09:54:19 | BUY | 4 | 0.01 | -4.00 | -1.09 | C;P | 396 | -51504.74 |
BABA | 07JAN22 115.0 C | 2022-01-04, 09:31:13 | BUY | 4 | 5.57 | -2,228.00 | -1.37 | C | 400 | -53734.11 |
BABA | 14JAN22 116.0 C | 2022-01-04, 09:31:13 | SELL | -4 | 6.37 | 2,548.00 | -1.39 | O | 396 | -51187.50 |
BABA | 14JAN22 116.0 C | 2022-01-07, 10:39:19 | BUY | 4 | 16.1625 | -6,465.00 | -1.74 | C;P | 400 | -57654.24 |
BABA | 18FEB22 120.0 C | 2022-01-07, 10:39:19 | SELL | -4 | 16.8125 | 6,725.00 | -1.78 | O;P | 396 | -50931.02 |
BABA | 18FEB22 120.0 C | 2022-02-16, 09:30:07 | BUY | 4 | 6.7 | -2,680.00 | -2.1 | C;P | 400 | -53613.12 |
BABA | 25FEB22 121.0 C | 2022-02-16, 09:30:07 | SELL | -4 | 8.2 | 3,280.00 | -2.12 | O;P | 396 | -50335.24 |
BABA | 25FEB22 121.0 C | 2022-02-25 | BUY | 4 | 0 | 0 | 0 | C;Ep | 400 | -50335.24 |
BABA | 11MAR22 122.0 C | 2022-03-01, 09:59:03 | SELL | -4 | 0.83 | 332 | -1.61 | O | 396 | -50004.85 |
BABA | 11MAR22 122.0 C | 2022-03-11 | BUY | 4 | 0 | 0 | 0 | C;Ep | 400 | -50004.85 |
BABA | 18MAR22 95.0 C | 2022-03-11, 09:46:10 | SELL | -1 | 2.08 | 208 | -0.75 | O | 399 | -49797.60 |
BABA | 18MAR22 95.0 C | 2022-03-11, 09:46:31 | SELL | -3 | 2.09 | 627 | -1.21 | O | 396 | -49171.81 |
BABA | 18MAR22 95.0 C | 2022-03-17, 09:30:12 | BUY | 4 | 6.56 | -2,624.00 | -1.4 | C | 400 | -51797.21 |
BABA | 25MAR22 98.0 C | 2022-03-17, 09:30:12 | SELL | -4 | 7.06 | 2,824.00 | -1.42 | O | 396 | -48974.63 |
BABA | 25MAR22 98.0 C | 2022-03-21, 10:23:45 | BUY | 4 | 4.71 | -1,884.00 | -1.24 | C;P | 400 | -50859.87 |
BABA | 01APR22 100.0 C | 2022-03-21, 10:23:45 | SELL | -4 | 5.36 | 2,144.00 | -1.26 | O;P | 396 | -48717.13 |
BABA | 01APR22 100.0 C | 2022-04-01, 10:39:40 | BUY | 4 | 15.6475 | -6,259.00 | -1.51 | C;P | 400 | -54977.64 |
BABA | 22APR22 101.0 C | 2022-04-01, 10:39:40 | SELL | -4 | 16.26 | 6,504.00 | -1.55 | O;P | 396 | -48475.19 |
BABA | 22APR22 101.0 C | 2022-04-20, 09:31:12 | BUY | 2 | 0.44 | -88 | -0.7 | C | 398 | -48563.89 |
BABA | 29APR22 101.0 C | 2022-04-20, 09:31:12 | SELL | -2 | 1.49 | 298 | -0.7 | O | 396 | -48266.59 |
BABA | 29APR22 101.0 C | 2022-04-20, 09:49:33 | BUY | 2 | 0.24 | -48 | -0.66 | C;P | 398 | -48315.25 |
BABA | 29APR22 101.0 C | 2022-04-20, 09:49:33 | SELL | -2 | 1.12 | 224 | -0.66 | O;P | 396 | -48091.91 |
BABA | 29APR22 101.0 C | 2022-04-27, 09:30:14 | BUY | 4 | 0.27 | -108 | -1.4 | C | 400 | -48201.31 |
BABA | 06MAY22 101.0 C | 2022-04-27, 09:30:14 | SELL | -4 | 0.69 | 276 | -1.41 | O | 396 | -47926.72 |
BABA | 06MAY22 101.0 C | 2022-04-29, 11:34:51 | BUY | 4 | 4.1775 | -1,671.00 | -1.56 | C;P | 400 | -49599.28 |
BABA | 17JUN22 100.0 C | 2022-04-29, 11:34:51 | SELL | -4 | 10.4275 | 4,171.00 | -1.59 | O;P | 396 | -45429.87 |
BABA | 17JUN22 100.0 C | 2022-06-14, 09:33:41 | BUY | 4 | 4.8425 | -1,937.00 | -1.51 | C;P | 400 | -47368.38 |
BABA | 24JUN22 98 C | 2022-06-14, 09:33:41 | SELL | -4 | 7.6475 | 3,059.00 | -1.59 | O;P | 396 | -44310.97 |
BABA | 24JUN22 98 C | 2022-06-24 | BUY | 4 | 0 | 0 | 0 | A;C | 400 | -44310.97 |
BABA | 2022-06-24 | SELL | -400 | 98 | 39,200.00 | -0.95 | A;C | 0 | -5111.92 | |
BABA | 15JUL22 96 P | 2022-07-05, 09:30:05 | SELL | -6 | 0.58 | 348 | -2.42 | O | -6 | -4766.34 |
BABA | 15JUL22 96 P | 2022-07-14, 11:35:23 | BUY | 6 | 0.69 | -414 | -2.09 | C | 0 | -5182.43 |
BABA | 22JUL22 96 P | 2022-07-14, 11:35:23 | SELL | -6 | 1.79 | 1,074.00 | -2.13 | O | -6 | -4110.56 |
BABA | 22JUL22 96 P | 2022-07-19, 09:35:22 | BUY | 6 | 0.61333333 | -368 | -2.51 | C;P | 0 | -4481.07 |
BABA | 29JUL22 96 P | 2022-07-19, 09:35:22 | SELL | -6 | 1.71333333 | 1,028.00 | -2.55 | O;P | -6 | -3455.62 |
BABA | 29JUL22 96 P | 2022-07-29, 10:38:14 | BUY | 6 | 3.81166667 | -2,287.00 | -2.51 | C;P | 0 | -5745.13 |
BABA | 05AUG22 96 P | 2022-07-29, 10:38:14 | SELL | -6 | 6.26833333 | 3,761.00 | -2.61 | O;P | -6 | -1986.74 |
BABA | 2022-08-05 | BUY | 600 | 96 | -57,600.00 | 0 | A;O | 594 | -59586.74 | |
BABA | 05AUG22 96 P | 2022-08-05 | BUY | 6 | 0 | 0 | 0 | A;C | 600 | -59586.74 |
BABA | 19AUG22 106 C | 2022-08-09, 09:30:21 | SELL | -6 | 0.35 | 210 | -2.41 | O | 594 | -59379.15 |
BABA | 19AUG22 106 C | 2022-08-19 | BUY | 6 | 0 | 0 | 0 | C;Ep | 600 | -59379.15 |
BABA | 16SEP22 88 C | 2022-08-25, 09:32:04 | SELL | -6 | 9.9 | 5,940.00 | -4.34 | O | 594 | -53443.49 |
BABA | 16SEP22 88 C | 2022-09-16 | BUY | 6 | 0 | 0 | 0 | C;Ep | 600 | -53443.49 |
BABA | 28OCT22 87 C | 2022-10-17, 09:36:09 | SELL | -6 | 0.5 | 300 | -1.69 | O;P | 594 | -53145.18 |
BABA | 28OCT22 87 C | 2022-10-28 | BUY | 6 | 0 | 0 | 0 | C;Ep | 600 | -53145.18 |
BABA | 25NOV22 87 C | 2022-11-07, 09:31:21 | SELL | -6 | 0.75 | 450.00 | -1.63 | O | 594 | -52696.81 |
BABA | 25NOV22 87 C | 2022-11-25 | BUY | 6 | 0 | 0 | 0 | C;Ep | 600 | -52696.81 |
BABA | 09DEC22 86 C | 2022-11-28, 09:43:25 | SELL | -6 | 0.92 | 552 | -4.15 | O | 594 | -52148.96 |
BABA | 09DEC22 86 C | 2022-12-07, 09:31:53 | BUY | 6 | 2.86 | -1,716.00 | -2.03 | C | 600 | -53866.99 |
BABA | 16DEC22 84 C | 2022-12-07, 09:31:53 | SELL | -6 | 5.87 | 3,522.00 | -2.12 | O | 594 | -50347.11 |
BABA | 2022-12-16 | SELL | -600 | 84 | 50,400.00 | -1.23 | A;C | -6 | 51.66 | |
BABA | 16DEC22 84 C | 2022-12-16 | BUY | 6 | 0 | 0 | 0 | A;C | 0 | 51.66 |
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。
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。