אתה משתמש בדפדפן מיושן. יתכן והאתר הנוכחי יוצג באופן שגוי, כמו כן אתרים אחרים ברשת.
אנא שדרג את הדפדפן או השתמש בדפדפן חילופי.
אנא שדרג את הדפדפן או השתמש בדפדפן חילופי.
ובתחתית
- פותח הנושא השף מ
- פורסם בתאריך
איך להרוויח מוויקס נמוך
http://online.barrons.com/news/articles/SB50001424053111904554304579577934289682884
http://online.barrons.com/news/articles/SB50001424053111904554304579577934289682884
עוד, בשרשור הבא
שהוצאתי מהנפטלין:
http://www.tapuz.co.il/Forums2008/ViewMsg.aspx?ForumId=793&MessageId=168286761#168302875
שהוצאתי מהנפטלין:
http://www.tapuz.co.il/Forums2008/ViewMsg.aspx?ForumId=793&MessageId=168286761#168302875
לא כך, אלא..
https://www.google.co.il/search?q=B...hannel=sb&gfe_rd=cr&ei=JlR-U_ORDs6D5Aa8l4HABQ
הלינק הראשון.
https://www.google.co.il/search?q=B...hannel=sb&gfe_rd=cr&ei=JlR-U_ORDs6D5Aa8l4HABQ
הלינק הראשון.
ובקצרה
בגדול, המאמר קצת מסתייג מקביעה שה-VIX נמוך *מדי* או שאפשר לצפות שיעלה, אך כן נותן כיוונים למי שחושב כך ורוצה לנצל זאת.
For those who are intent on trying to capture the next volatility wave, consider that long VIX calls and call spreads are often expensive lottery tickets. An alternative investment approach that is rarely discussed is selling VIX puts. The VIX closed at 11.91 Wednesday, and the VIX June futures settled at 14.10. As VIX options are priced off of VIX futures, the 14 strike is nearest to being at-the-money, so someone interested in selling June at-the-money puts should focus on the 14s, which are currently quoted at 88 cents. Aggressive investors might even consider using the proceeds from this put sale to purchase twice as many VIX June 17 calls for 43 cents. In monitoring this position, it is important to focus on the VIX June futures rather than the VIX itself. If the VIX June futures rise one point, the June 14 puts should fall approximately 46 cents, while each of the June 17 calls should gain about 24 cents.
בגדול, המאמר קצת מסתייג מקביעה שה-VIX נמוך *מדי* או שאפשר לצפות שיעלה, אך כן נותן כיוונים למי שחושב כך ורוצה לנצל זאת.
For those who are intent on trying to capture the next volatility wave, consider that long VIX calls and call spreads are often expensive lottery tickets. An alternative investment approach that is rarely discussed is selling VIX puts. The VIX closed at 11.91 Wednesday, and the VIX June futures settled at 14.10. As VIX options are priced off of VIX futures, the 14 strike is nearest to being at-the-money, so someone interested in selling June at-the-money puts should focus on the 14s, which are currently quoted at 88 cents. Aggressive investors might even consider using the proceeds from this put sale to purchase twice as many VIX June 17 calls for 43 cents. In monitoring this position, it is important to focus on the VIX June futures rather than the VIX itself. If the VIX June futures rise one point, the June 14 puts should fall approximately 46 cents, while each of the June 17 calls should gain about 24 cents.
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