亞馬遜股票從1999年起月報酬
有一位來自法語區的加拿大女子，在美國論壇elitetrader.com問put的多頭價差交易的策略如何。
她目前賣105口880/875的亞馬遜選擇權，最大獲利2940，最大損失 49560 (很可怕)，她的策略描述如下。
[*]Bull Put Spread AMZN Sept 17 880 875 for a premium of 0.28$ X 105 contracts Delta: 7% Possible profit: 2,940$ Possible lost if exercised:$49,560
該論壇有人回應，並且拉出了亞馬遜股價從1999年開始的月報酬率，如下:
Start19991015Price:75.06
19991119,77.94,%Chg:2.71
19991217,94.06,%Chg:20.68
20000121,62.06,%Chg:-34.02
20000218,64.75,%Chg:4.33
20000317,64.81,%Chg:0.09
20000420,52.38,%Chg:-19.18
20000519,52.63,%Chg:0.48
20000616,46.00,%Chg:-12.60
20000721,41.12,%Chg:-10.61
20000818,39.00,%Chg:-5.16
20000915,43.63,%Chg:11.87
20001020,30.81,%Chg:-29.38
20001117,27.44,%Chg:-10.94
20001215,22.88,%Chg:-16.62
20010119,19.94,%Chg:-12.85
20010216,13.69,%Chg:-31.34
20010316,11.00,%Chg:-19.65
20010420,15.78,%Chg:43.45
20010518,14.72,%Chg:-6.72
20010615,12.49,%Chg:-15.15
20010720,16.98,%Chg:35.95
20010817,9.99,%Chg:-41.17
20010921,7.48,%Chg:-25.13
20011019,8.01,%Chg:7.09
20011116,8.95,%Chg:11.74
20011221,10.00,%Chg:11.73
20020118,10.16,%Chg:1.60
20020215,13.41,%Chg:31.99
20020315,14.03,%Chg:4.62
20020419,14.53,%Chg:3.56
20020517,19.16,%Chg:31.87
20020621,17.53,%Chg:-8.51
20020719,15.29,%Chg:-12.78
20020816,14.90,%Chg:-2.55
20020920,15.86,%Chg:6.44
20021018,19.04,%Chg:20.05
20021115,22.21,%Chg:16.65
20021220,21.93,%Chg:-1.26
20030117,21.40,%Chg:-2.42
20030221,21.78,%Chg:1.78
20030321,27.93,%Chg:28.24
20030417,24.99,%Chg:-10.53
20030516,33.05,%Chg:32.25
20030620,35.04,%Chg:6.02
20030718,34.98,%Chg:-0.17
20030815,40.10,%Chg:14.64
20030919,47.58,%Chg:18.65
20031017,59.69,%Chg:25.45
20031121,48.58,%Chg:-18.61
20031219,49.24,%Chg:1.36
20040116,55.72,%Chg:13.16
20040220,45.17,%Chg:-18.93
20040319,42.80,%Chg:-5.25
20040416,45.50,%Chg:6.31
20040521,41.17,%Chg:-9.52
20040618,49.60,%Chg:20.48
20040716,47.10,%Chg:-5.04
20040820,39.51,%Chg:-16.11
20040917,42.96,%Chg:8.73
20041015,38.55,%Chg:-10.27
20041119,38.55,%Chg:0.00
20041217,40.01,%Chg:3.79
20050121,41.16,%Chg:2.87
20050218,35.31,%Chg:-14.21
20050318,34.16,%Chg:-3.26
20050415,33.02,%Chg:-3.34
20050520,35.50,%Chg:7.51
20050617,35.31,%Chg:-0.54
20050715,37.15,%Chg:5.21
20050819,43.72,%Chg:17.69
20050916,42.80,%Chg:-2.10
20051021,45.95,%Chg:7.36
20051118,47.98,%Chg:4.42
20051216,49.21,%Chg:2.56
20060120,43.92,%Chg:-10.75
20060217,39.19,%Chg:-10.77
20060317,35.99,%Chg:-8.17
20060421,36.03,%Chg:0.11
20060519,33.94,%Chg:-5.80
20060616,35.09,%Chg:3.39
20060721,33.19,%Chg:-5.41
20060818,29.12,%Chg:-12.26
20060915,32.52,%Chg:11.68
20061020,32.57,%Chg:0.15
20061117,42.55,%Chg:30.64
20061215,40.01,%Chg:-5.97
20070119,37.02,%Chg:-7.47
20070216,40.33,%Chg:8.94
20070316,37.85,%Chg:-6.15
20070420,44.95,%Chg:18.76
20070518,63.30,%Chg:40.82
20070615,72.40,%Chg:14.38
20070720,71.63,%Chg:-1.06
20070817,75.02,%Chg:4.73
20070921,91.30,%Chg:21.70
20071019,89.76,%Chg:-1.69
20071116,78.60,%Chg:-12.43
20071221,91.26,%Chg:16.11
20080118,79.76,%Chg:-12.60
20080215,72.96,%Chg:-8.53
20080320,73.19,%Chg:0.32
20080418,80.10,%Chg:9.44
20080516,76.46,%Chg:-4.54
20080620,81.10,%Chg:6.07
20080718,69.12,%Chg:-14.77
20080815,86.40,%Chg:25.00
20080919,81.00,%Chg:-6.25
20081017,50.65,%Chg:-37.47
20081121,37.87,%Chg:-25.23
20081219,51.56,%Chg:36.15
20090116,51.59,%Chg:0.06
20090220,63.86,%Chg:23.78
20090320,69.96,%Chg:9.55
20090417,78.05,%Chg:11.56
20090515,73.60,%Chg:-5.70
20090619,82.96,%Chg:12.72
20090717,85.85,%Chg:3.48
20090821,85.00,%Chg:-0.99
20090918,90.28,%Chg:6.21
20091016,95.32,%Chg:5.58
20091120,129.66,%Chg:36.03
20091218,128.48,%Chg:-0.91
20100115,127.14,%Chg:-1.04
20100219,117.52,%Chg:-7.57
20100319,130.35,%Chg:10.92
20100416,142.17,%Chg:9.07
20100521,122.72,%Chg:-13.68
20100618,125.83,%Chg:2.53
20100716,118.49,%Chg:-5.83
20100820,127.76,%Chg:7.82
20100917,148.33,%Chg:16.10
20101015,164.64,%Chg:11.00
20101119,164.82,%Chg:0.11
20101217,177.58,%Chg:7.74
20110121,177.42,%Chg:-0.09
20110218,186.50,%Chg:5.12
20110318,161.82,%Chg:-13.23
20110415,180.01,%Chg:11.24
20110520,198.65,%Chg:10.35
20110617,186.37,%Chg:-6.18
20110715,212.87,%Chg:14.22
20110819,178.93,%Chg:-15.94
20110916,239.30,%Chg:33.74
20111021,234.78,%Chg:-1.89
20111118,197.14,%Chg:-16.03
20111216,181.26,%Chg:-8.06
20120120,190.93,%Chg:5.33
20120217,182.50,%Chg:-4.42
20120316,185.05,%Chg:1.40
20120420,189.98,%Chg:2.66
20120518,213.85,%Chg:12.56
20120615,218.35,%Chg:2.10
20120720,228.29,%Chg:4.55
20120817,241.17,%Chg:5.64
20120921,257.47,%Chg:6.76
20121019,240.00,%Chg:-6.79
20121116,225.23,%Chg:-6.15
20121221,256.92,%Chg:14.07
20130118,272.12,%Chg:5.92
20130215,265.09,%Chg:-2.58
20130315,261.82,%Chg:-1.23
20130419,260.32,%Chg:-0.57
20130517,269.90,%Chg:3.68
20130621,273.36,%Chg:1.28
20130719,305.23,%Chg:11.66
20130816,284.82,%Chg:-6.69
20130920,316.34,%Chg:11.07
20131018,328.93,%Chg:3.98
20131115,369.17,%Chg:12.23
20131220,402.20,%Chg:8.95
20140117,399.61,%Chg:-0.64
20140221,346.76,%Chg:-13.23
20140321,360.62,%Chg:4.00
20140417,324.91,%Chg:-9.90
20140516,297.70,%Chg:-8.37
20140620,324.20,%Chg:8.90
20140718,358.66,%Chg:10.63
20140815,333.63,%Chg:-6.98
20140919,331.32,%Chg:-0.69
20141017,303.64,%Chg:-8.35
20141121,332.57,%Chg:9.53
20141219,299.90,%Chg:-9.82
20150116,290.74,%Chg:-3.05
20150220,383.66,%Chg:31.96
20150320,378.49,%Chg:-1.35
20150417,375.56,%Chg:-0.77
20150515,426.00,%Chg:13.43
20150619,434.92,%Chg:2.09
20150717,483.01,%Chg:11.06
20150821,494.47,%Chg:2.37
20150918,540.26,%Chg:9.26
20151016,570.76,%Chg:5.65
20151120,668.45,%Chg:17.12
20151218,664.14,%Chg:-0.64
20160115,570.18,%Chg:-14.15
20160219,534.90,%Chg:-6.19
20160318,552.08,%Chg:3.21
20160415,625.89,%Chg:13.37
20160520,702.80,%Chg:12.29
20160617,706.39,%Chg:0.51
20160715,735.44,%Chg:4.11
20160819,757.31,%Chg:2.97
20160916,778.52,%Chg:2.80
20161021,818.99,%Chg:5.20
20161118,760.16,%Chg:-7.18
20161216,757.77,%Chg:-0.31
20170120,808.33,%Chg:6.67
20170217,845.07,%Chg:4.55
20170317,852.31,%Chg:0.86
20170421,898.53,%Chg:5.42
20170519,959.84,%Chg:6.82
20170616,987.71,%Chg:2.90
20170721,1,025.67,%Chg:3.84
20170818,958.47,%Chg:-6.55
TOTAL MONTHS =214
DOWN MONTHS =91
UP MONTHS =123
%UP MONTHS =%57.47
AVG %UP MONTH =%10.63
%DOWN MONTHS =%42.52
AVG %DOWN MONTH =%-9.41
DROPS >= -8% =43
原文連結:
https://www.elitetrader.com/et/threads/beginner-in-selling-bull-put-spread.312395/
頁:
[1]