由于原油隐含波动率偏高,通过卖出 DVN 的看跌期权价差来收取权利金。
逐段跳播
我们过去几周一直在操作的一只特定股票是 Devon Energy。它最近刚刚突破了 47.5。现在看起来它即将突破 50,这就开始指向 53,也就是这里的 52 周高点,向上看。
One particular name that we've been continuing to play for the last few weeks is Devon Energy. It recently just broke out above 47 a.5. now that it looks like it's about to break out above 50, that starts to target 53, which is the 52- week high here to the upside.
那么,如果你现在要考虑交易 Devon,你会怎么设置这笔交易,Tony?是的,因为能源在过去几周已经上涨了不少。从交易结构的角度来看,我在这里更倾向于卖出权利金,尤其是因为石油的隐含波动率仍然相当高。
我在考虑做 10 月 9 日到期,也就是一个周期权到期日。我在考虑卖出一个 49/46 的看跌价差。这本质上是一个平值看跌价差,通过买入那个 46 美元的看跌期权,为下行提供一定的有限风险保护。
今天早些时候,你可以为这个 3 美元宽的信用价差收取略高于 1 美元的权利金,这在这类交易上给你大约 1.3 到 1.4 比 1 的风险回报比,对于像这样一只天然气股票的信用价差来说,这是相当有吸引力的风险回报比。
And so if you were going to think about trading Devon right now, how would you set that up Tony? Yeah, because energy has already risen quite a bit here over the last few weeks. My preference here from a from a trade structure perspective is to sell premium here, especially since implied volatility in oil remains quite high here. I'm looking at going out to the October 9th, which is a weekly expiration. I'm looking at selling a 4946 put spread. That's essentially an attheoney put spread here with some with a limited risk protection to the downside by buying that $46 put. earlier today. You can uh collect a little over a dollar for this $3 wide credit spread, which gives you about a 1.3 1.4 to1 risk-to-reward ratio on on a trade like this, which is the type of um which is a fairly attractive risk-to-reward ratio on a credit spread on an NG name like this.
这个频道对 $DVN 的历次判断
Schwab Network 在这只股票上只有这一条判断。