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观察了今天的HO及MO的标的，都突破了价格2500、6400，由此有long straddle机会，效果来看，还算不错。
“The simplest
and most effective strategy is based on purchasing long straddles on stocks
with a history of large expiration day price changes. The trade is normally
executed at a point of symmetry when the stock crosses a strike price during
the midday flat implied volatility window.”来自 trading options at expiration strategy 一书.
同样，MO又出现了short straddle机会。：“Once again, the combination of a steadily
narrowing trading range and accelerating implied volatility collapse near
the end of the trading day enhanced the probability of success for short
straddles and ratios.”
“The simplest
and most effective strategy is based on purchasing long straddles on stocks
with a history of large expiration day price changes. The trade is normally
executed at a point of symmetry when the stock crosses a strike price during
the midday flat implied volatility window.”来自 trading options at expiration strategy 一书.
同样，MO又出现了short straddle机会。：“Once again, the combination of a steadily
narrowing trading range and accelerating implied volatility collapse near
the end of the trading day enhanced the probability of success for short
straddles and ratios.”
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ETF期权到期日，昨日大涨，今日再进行期权short straddle价差交易，真得有足够的信心才行 。
复盘，今天的科创ETF期权，short straddle是挺不错的，复式策略的盘整策略，也就是short straddle，取平值，也就是执行价1，利润空间足够高。科创ETF期权点数低，保证金也低，对于初试者是不错的。
50ETF期权short straddle价差下行足够大，获利媲美科创50ETF期权。
如果能够尾盘平掉50ETF期权及科创ETF期权，再开300ETF期权的short straddle，利润继续扩大。300ETF期权，最后一刻钟，short straddle价差直线往下，做对方向的话利润挺好。
复盘，今天的科创ETF期权，short straddle是挺不错的，复式策略的盘整策略，也就是short straddle，取平值，也就是执行价1，利润空间足够高。科创ETF期权点数低，保证金也低，对于初试者是不错的。
50ETF期权short straddle价差下行足够大，获利媲美科创50ETF期权。
如果能够尾盘平掉50ETF期权及科创ETF期权，再开300ETF期权的short straddle，利润继续扩大。300ETF期权，最后一刻钟，short straddle价差直线往下，做对方向的话利润挺好。
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