关于玩美股期权的一些思路
最近半年算是彻底被梁博坑了，被带入美股，开始一顿操作猛如虎，毫无经验的我，被按在低谷使劲的摩擦，闲下来想想，有没有办法规范炒股的操作呢？因为我很多次都是误操作才导致亏钱。慢慢接触了量化交易，通过训练历史数据，修正策略模型，有可能在正股中盈利；我亏的是在期权上，期权的风险远高于正股，期权一晚上的涨幅可能达到1000%，跌幅也可以直接归零，但是这个区间很大，可以在这个区间中玩玩。
比如，上次英伟达发布财报，波动率很大，其实看不准财报好不好没关系(能看的准芯片股的都是大神，可惜我等屁民不是)，只要出现大波动率，就一定有机会，下面我来分析下：英伟达是盘后发布财报，如果看涨，那就买入合适的call期权，这个时候也可以买入合适的看跌put期权，按照行家话，这叫对冲，对冲也是有技巧的，记住，庄家永远是赚的，像财报季买对冲要极可能的拉大买入区间，比如上次英伟达财报从220左右跌到170，上一个月的高位是280左右吧，这个时候如果买入看跌期权真的需要勇气，如果买涨，尽量靠近220左右，如果买跌，尽量220往下，因为如果是财报不佳，220附近往上的call和put一定上双杀，相反，财报很好，220往下附近的也是双杀，要是买入1000块钱的call和1000块钱的put，只要往220两头买，肯定是亏不了，但是一定有一个期权是废了(归零)，这是普通股民的玩法，也是适合大多数人的玩法。
作为程序员，机会肯定要比大多数人多，为啥？因为程序自动化交易肯定比手动操作快啊，不用人工盯盘。当晚，英伟达股票大跌近20%左右，这个时候再买put期权的成本就已经上去了，追高风险很高，不如做日内交易，吃50%的涨幅就可以了。当大盘砸下来的时候，是加速度加大的加速运动，这个时候期权的跌幅很大，但是不同的行权期的不同价格波动是没有规律的，需要找到波动率最大的几个期权，在合适的价位买入，特别关注下接近0.05以下的，当大盘的的跌幅稳定了，这个时候下跌的加速度就很小了，期权都是稍微往上涨，选择一个合适的价位卖出，但是人工盯盘很累，没办法短时间关注这么多的期权，可以通过程序实时监控。。。。
今天先分享一下思路，等有时间再来实现这些思路吧！下面贴一下美股上市公司的股票
| 股票代码 | 股票名称 | 交易所 | 发行地区 | 时 区 | 盘前时间 | 开盘时间 | 结束时间 | 盘后时间 | 昨日收盘价 | 今日开盘价 | 涨跌幅度 | 流通股本 | 总股本 | 市值 | 可做空 | |
| MSFT | 微软 | NASDAQ | US | GMT-5 | 04:00:00 | 09:30:00 | 16:00:00 | 20:00:00 | 106.47 | 106.27 | 0.67 | 7540446289 | 7676218736 | 801323227132 | 3 | |
| AAPL | 苹果 | NASDAQ | US | GMT-5 | 04:00:00 | 09:30:00 | 16:00:00 | 20:00:00 | 174.62 | 171.51 | -0.38 | 4622587100 | 4745398000 | 792819913521 | 3 | |
| GOOG | 谷歌 | NASDAQ | US | GMT-5 | 04:00:00 | 09:30:00 | 16:00:00 | 20:00:00 | 1048.62 | 1041.0 | -4.21 | 644595911 | 695465998 | 671024343351 | 3 | |
| AMZN | 亚马逊 | NASDAQ | US | GMT-5 | 04:00:00 | 09:30:00 | 16:00:00 | 20:00:00 | 1581.33 | 1575.99 | 0.09 | 384260000 | 488968628 | 605589917400 | 3 | |
| BRK.A | 伯克希尔 | NYSE | US | GMT-5 | 04:00:00 | 09:30:00 | 16:00:00 | 20:00:00 | 316040.0 | 315420.0 | 2656.0 | 1642135 | 1642135 | 517962221700 | 3 | |
| JNJ | 强生 | NYSE | US | GMT-5 | 04:00:00 | 09:30:00 | 16:00:00 | 20:00:00 | 141.37 | 140.57 | 1.85 | 2681318641 | 2681977969 | 376912961365 | 3 | |
| XOM | 埃克森美孚 | NYSE | US | GMT-5 | 04:00:00 | 09:30:00 | 16:00:00 | 20:00:00 | 76.98 | 76.57 | 0.07 | 4136427080 | 4233807170 | 316726221515 | 3 | |
| FB | NASDAQ | US | GMT-5 | 04:00:00 | 09:30:00 | 16:00:00 | 20:00:00 | 136.38 | 135.75 | -1.38 | 2160000000 | 2873787612 | 293220000000 | 3 | ||
| JPM | 摩根大通 | NYSE | US | GMT-5 | 04:00:00 | 09:30:00 | 16:00:00 | 20:00:00 | 109.26 | 108.76 | 0.46 | 2680771983 | 3324937772 | 291560760871 | 3 | |
| BAC | 美国银行 | NYSE | US | GMT-5 | 04:00:00 | 09:30:00 | 16:00:00 | 20:00:00 | 27.56 | 27.43 | 0.18 | 9780403664 | 9814196864 | 268276472503 | 3 | |
| PFE | 辉瑞 | NYSE | US | GMT-5 | 04:00:00 | 09:30:00 | 16:00:00 | 20:00:00 | 43.34 | 43.2 | 0.73 | 5777931169 | 5780474578 | 249606626500 | 3 | |
| UNH | 联合健康 | NYSE | US | GMT-5 | 04:00:00 | 09:30:00 | 16:00:00 | 20:00:00 | 266.16 | 265.57 | 4.99 | 936212905 | 962034200 | 248630061180 | 3 | |
| WFC | 富国银行 | NYSE | US | GMT-5 | 04:00:00 | 09:30:00 | 16:00:00 | 20:00:00 | 52.88 | 52.69 | 0.31 | 4690000000 | 4707244168 | 247116100000 | 3 | |
| PG | 宝洁 | NYSE | US | GMT-5 | 04:00:00 | 09:30:00 | 16:00:00 | 20:00:00 | 91.94 | 91.93 | 0.78 | 2485996101 | 2491408329 | 228537621564 | 3 | |
| CVX | 雪佛龙 | NYSE | US | GMT-5 | 04:00:00 | 09:30:00 | 16:00:00 | 20:00:00 | 114.98 | 114.55 | 0.23 | 1880000000 | 1910774369 | 215354000000 | 3 | |
| INTC | 英特尔 | NASDAQ | US | GMT-5 | 04:00:00 | 09:30:00 | 16:00:00 | 20:00:00 | 47.45 | 46.94 | 0.62 | 4564000000 | 4564000000 | 214234160000 | 3 | |
| CSCO | 思科 | NASDAQ | US | GMT-5 | 04:00:00 | 09:30:00 | 16:00:00 | 20:00:00 | 45.57 | 45.45 | 0.55 | 4495961730 | 4495961730 | 204341460628 | 3 | |
| NVS | 诺华 | NYSE | US | GMT-5 | 04:00:00 | 09:30:00 | 16:00:00 | 20:00:00 | 89.0 | 88.05 | -0.11 | 2250000000 | 2616845000 | 198112500000 | 3 | |
| MA | 万事达 | NYSE | US | GMT-5 | 04:00:00 | 09:30:00 | 16:00:00 | 20:00:00 | 191.85 | 190.75 | 1.13 | 1031524275 | 1032794381 | 196763255456 | 3 | |
| MRK | 默沙东 | NYSE | US | GMT-5 | 04:00:00 | 09:30:00 | 16:00:00 | 20:00:00 | 75.44 | 75.07 | 0.9 | 2598894285 | 2600376500 | 195098993974 | 3 | |
| KO | 可口可乐 | NYSE | US | GMT-5 | 04:00:00 | 09:30:00 | 16:00:00 | 20:00:00 | 48.87 | 48.88 | 0.5 | 3960000000 | 4256513898 | 193564800000 | 3 | |
| HD | 家得宝 | NYSE | US | GMT-5 | 04:00:00 | 09:30:00 | 16:00:00 | 20:00:00 | 169.82 | 169.11 | 3.4 | 1129527754 | 1129527754 | 191014438478 | 3 | |
| TM | 丰田汽车 | NYSE | US | GMT-5 | 04:00:00 | 09:30:00 | 16:00:00 | 20:00:00 | 121.27 | 121.88 | -0.27 | 1430000000 | 1631499000 | 174288400000 | 3 | |
| BA | 波音 | NYSE | US | GMT-5 | 04:00:00 | 09:30:00 | 16:00:00 | 20:00:00 | 316.36 | 315.28 | 1.67 | 540541930 | 567885369 | 170422059690 | 3 | |
| TSM | 台积电 | NYSE | US | GMT-5 | 04:00:00 | 09:30:00 | 16:00:00 | 20:00:00 | 36.84 | 36.39 | -0.04 | 4640000000 | 5186076000 | 168849600000 | 3 | |
| BABA | 阿里巴巴 | NYSE | US | GMT-5 | 04:00:00 | 09:30:00 | 16:00:00 | 20:00:00 | 156.01 | 154.64 | 0.45 | 1067000000 | 2571930000 | 165000880000 | 3 | |
| DIS | 迪士尼 | NYSE | US | GMT-5 | 04:00:00 | 09:30:00 | 16:00:00 | 20:00:00 | 112.55 | 113.61 | 1.35 | 1437543831 | 1488670964 | 163319354639 | 3 | |
| PEP | 百事可乐 | NYSE | US | GMT-5 | 04:00:00 | 09:30:00 | 16:00:00 | 20:00:00 | 115.86 | 115.37 | 0.58 | 1411252557 | 1411568000 | 162816207501 | 3 | |
| ORCL | 甲骨文 | NYSE | US | GMT-5 | 04:00:00 | 09:30:00 | 16:00:00 | 20:00:00 | 48.26 | 47.92 | -0.82 | 3310000000 | 3788638156 | 158615200000 | 3 | |
| C | 花旗 | NYSE | US | GMT-5 | 04:00:00 | 09:30:00 | 16:00:00 | 20:00:00 | 63.73 | 63.35 | -0.27 | 2442100000 | 2442136813 | 154707035000 | 3 | |
| T | 美国电话电报 | NYSE | US | GMT-5 | 04:00:00 | 09:30:00 | 16:00:00 | 20:00:00 | 29.95 | 29.84 | 0.49 | 5180000000 | 7278000000 | 154571200000 | 3 | |
| HSBC | 汇丰 | NYSE | US | GMT-5 | 04:00:00 | 09:30:00 | 16:00:00 | 20:00:00 | 43.17 | 42.88 | -0.32 | 3495980186 | 4002025000 | 149907630375 | 3 | |
| WMT | 沃尔玛 | NYSE | US | GMT-5 | 04:00:00 | 09:30:00 | 16:00:00 | 20:00:00 | 95.15 | 94.99 | -0.11 | 1570000000 | 2928734576 | 149134300000 | 3 | |
| MCD | 麦当劳 | NYSE | US | GMT-5 | 04:00:00 | 09:30:00 | 16:00:00 | 20:00:00 | 183.89 | 183.33 | 0.74 | 770640431 | 770910250 | 141281510215 | 3 | |
| BP | 英国石油 | NYSE | US | GMT-5 | 04:00:00 | 09:30:00 | 16:00:00 | 20:00:00 | 40.53 | 40.17 | -0.21 | 2940000000 | 3301309000 | 118099800000 | 3 | |
| TOT | 道达尔 | NYSE | US | GMT-5 | 04:00:00 | 09:30:00 | 16:00:00 | 20:00:00 | 54.75 | 54.28 | -0.49 | 2140000000 | 2482905000 | 116159200000 | 3 | |
| MMM | 3M | NYSE | US | GMT-5 | 04:00:00 | 09:30:00 | 16:00:00 | 20:00:00 | 199.86 | 199.12 | 0.83 | 582287135 | 582287135 | 115945014321 | 3 | |
| ADBE | Adobe | NASDAQ | US | GMT-5 | 04:00:00 | 09:30:00 | 16:00:00 | 20:00:00 | 231.96 | 230.77 | 0.29 | 488133527 | 488133527 | 112646574025 | 3 | |
| NFLX | Netflix, Inc. | NASDAQ | US | GMT-5 | 04:00:00 | 09:30:00 | 16:00:00 | 20:00:00 | 261.43 | 259.24 | 5.2 | 419120000 | 436084995 | 108652668800 | 3 | |
| UNP | 联合太平洋 | NYSE | US | GMT-5 | 04:00:00 | 09:30:00 | 16:00:00 | 20:00:00 | 142.76 | 143.19 | 4.62 | 736790118 | 736790118 | 105500976996 | 3 | |
| IBM | IBM | NYSE | US | GMT-5 | 04:00:00 | 09:30:00 | 16:00:00 | 20:00:00 | 119.56 | 118.38 | 0.47 | 866697854 | 908793777 | 102599691956 | 3 | |
| BBL | 必和必拓 | NYSE | US | GMT-5 | 04:00:00 | 09:30:00 | 16:00:00 | 20:00:00 | 38.89 | 38.37 | -0.48 | 2610000000 | 5321994678 | 100145700000 | 3 | |
| AVGO | 安华高科技 | NASDAQ | US | GMT-5 | 04:00:00 | 09:30:00 | 16:00:00 | 20:00:00 | 235.31 | 233.58 | 0.52 | 397330000 | 413446755 | 92808341400 | 3 | |
| NKE | 耐克 | NYSE | US | GMT-5 | 04:00:00 | 09:30:00 | 16:00:00 | 20:00:00 | 72.71 | 72.28 | -0.62 | 1260847137 | 1588108352 | 91134031062 | 3 | |
| CMCSA | 康卡斯特 | NASDAQ | US | GMT-5 | 04:00:00 | 09:30:00 | 16:00:00 | 20:00:00 | 37.77 | 37.62 | 0.59 | 2375801693 | 4703928000 | 89377659690 | 3 | |
| NVDA | 英伟达 | NASDAQ | US | GMT-5 | 04:00:00 | 09:30:00 | 16:00:00 | 20:00:00 | 153.05 | 152.0 | 0.68 | 580060000 | 610000000 | 88169120000 | 3 | |
| USB | 美国合众银行 | NYSE | US | GMT-5 | 04:00:00 | 09:30:00 | 16:00:00 | 20:00:00 | 54.16 | 53.79 | -0.44 | 1486724673 | 1616092910 | 79970920160 | 3 | |
| SBUX | 星巴克 | NASDAQ | US | GMT-5 | 04:00:00 | 09:30:00 | 16:00:00 | 20:00:00 | 65.69 | 65.46 | 0.39 | 1207748912 | 1240600000 | 79059243779 | 3 | |
| GS | 高盛 | NYSE | US | GMT-5 | 04:00:00 | 09:30:00 | 16:00:00 | 20:00:00 | 194.34 | 193.4 | -0.69 | 367541825 | 371970000 | 71082588955 | 3 | |
| BHP | 必和必拓 | NYSE | US | GMT-5 | 04:00:00 | 09:30:00 | 16:00:00 | 20:00:00 | 44.48 | 43.99 | -0.34 | 1605311470 | 5323524421 | 70617651565 | 3 | |
| AMT | 美国电塔 | NYSE | US | GMT-5 | 04:00:00 | 09:30:00 | 16:00:00 | 20:00:00 | 161.59 | 161.41 | 0.49 | 422930000 | 440487861 | 68265131300 | 3 | |
| QCOM | 高通 | NASDAQ | US | GMT-5 | 04:00:00 | 09:30:00 | 16:00:00 | 20:00:00 | 55.73 | 55.59 | -0.16 | 1209859477 | 1212162586 | 67256088326 | 3 | |
| MS | 摩根士丹利 | NYSE | US | GMT-5 | 04:00:00 | 09:30:00 | 16:00:00 | 20:00:00 | 44.28 | 44.02 | -0.23 | 1520000000 | 1720154771 | 66910400000 | 3 | |
| BLK | 贝莱德 | NYSE | US | GMT-5 | 04:00:00 | 09:30:00 | 16:00:00 | 20:00:00 | 418.49 | 415.25 | -1.33 | 158022121 | 158676646 | 65618685745 | 3 | |
| GE | 通用电气 | NYSE | US | GMT-5 | 04:00:00 | 09:30:00 | 16:00:00 | 20:00:00 | 7.58 | 7.49 | -0.14 | 8666768644 | 8698115000 | 64914097143 | 3 | |
| CHL | 中国移动 | NYSE | US | GMT-5 | 04:00:00 | 09:30:00 | 16:00:00 | 20:00:00 | 49.73 | 49.01 | -0.47 | 1120000000 | 4095097000 | 54891200000 | 3 | |
| GM | 通用汽车 | NYSE | US | GMT-5 | 04:00:00 | 09:30:00 | 16:00:00 | 20:00:00 | 37.65 | 37.27 | -0.96 | 1380000000 | 1411403633 | 51432600000 | 3 | |
| HMC | 本田汽车 | NYSE | US | GMT-5 | 04:00:00 | 09:30:00 | 16:00:00 | 20:00:00 | 28.29 | 28.29 | -0.26 | 1790000000 | 1811428000 | 50639100000 | 3 | |
| BIDU | 百度 | NASDAQ | US | GMT-5 | 04:00:00 | 09:30:00 | 16:00:00 | 20:00:00 | 185.19 | 183.6 | -2.4 | 269490000 | 348560560 | 49478364000 | 3 | |
| BSX | 波士顿科学 | NYSE | US | GMT-5 | 04:00:00 | 09:30:00 | 16:00:00 | 20:00:00 | 35.01 | 34.96 | 0.25 | 1330000000 | 1383800781 | 46496800000 | 3 | |
| MU | 美光科技 | NASDAQ | US | GMT-5 | 04:00:00 | 09:30:00 | 16:00:00 | 20:00:00 | 36.57 | 36.09 | 0.43 | 1030000000 | 1134255375 | 37172700000 | 3 | |
| PHG | 飞利浦 | NYSE | US | GMT-5 | 04:00:00 | 09:30:00 | 16:00:00 | 20:00:00 | 37.61 | 37.29 | -0.32 | 920900000 | 929645000 | 34340361000 | 3 | |
| RHT | 红帽 | NYSE | US | GMT-5 | 04:00:00 | 09:30:00 | 16:00:00 | 20:00:00 | 176.97 | 176.93 | -0.24 | 175749153 | 176542812 | 31095297640 | 3 | |
| EL | 雅诗兰黛 | NYSE | US | GMT-5 | 04:00:00 | 09:30:00 | 16:00:00 | 20:00:00 | 140.93 | 140.58 | -0.94 | 219470000 | 362852542 | 30853092600 | 3 | |
| CAJ | 佳能 | NYSE | US | GMT-5 | 04:00:00 | 09:30:00 | 16:00:00 | 20:00:00 | 28.35 | 28.27 | -0.07 | 1090000000 | 1092068154 | 30814300000 | 3 | |
| SNP | 中石化 | NYSE | US | GMT-5 | 04:00:00 | 09:30:00 | 16:00:00 | 20:00:00 | 83.7 | 83.09 | -0.45 | 355470000 | 1210712000 | 29536002300 | 3 | |
| YUM | 百胜餐饮集团 | NYSE | US | GMT-5 | 04:00:00 | 09:30:00 | 16:00:00 | 20:00:00 | 88.31 | 88.33 | 1.16 | 311877094 | 312301824 | 27548103713 | 3 | |
| EBAY | eBay | NASDAQ | US | GMT-5 | 04:00:00 | 09:30:00 | 16:00:00 | 20:00:00 | 28.8 | 28.58 | -0.06 | 950140397 | 962827199 | 27155012546 | 3 | |
| ERIC | 爱立信 | NASDAQ | US | GMT-5 | 04:00:00 | 09:30:00 | 16:00:00 | 20:00:00 | 8.43 | 8.34 | -0.18 | 2993928000 | 3072000000 | 24969359520 | 3 | |
| GLW | 康宁 | NYSE | US | GMT-5 | 04:00:00 | 09:30:00 | 16:00:00 | 20:00:00 | 31.54 | 31.14 | 0.04 | 786000000 | 800399090 | 24476040000 | 3 | |
| HPE | 惠普企业 | NYSE | US | GMT-5 | 04:00:00 | 09:30:00 | 16:00:00 | 20:00:00 | 14.91 | 14.79 | 0.15 | 1471648283 | 1471648283 | 21765678105 | 3 | |
| KYO | 日本京瓷 | NYSE | US | GMT-5 | 04:00:00 | 09:30:00 | 16:00:00 | 20:00:00 | 56.21 | 55.64 | -1.06 | 342448256 | 377619000 | 19053820963 | 3 | |
| SQ | Square, Inc | NYSE | US | GMT-5 | 04:00:00 | 09:30:00 | 16:00:00 | 20:00:00 | 66.52 | 65.59 | -0.64 | 244310000 | 413497604 | 16024292900 | 3 | |
| HLT | 希尔顿酒店 | NYSE | US | GMT-5 | 04:00:00 | 09:30:00 | 16:00:00 | 20:00:00 | 75.09 | 74.52 | 0.08 | 192723969 | 296569995 | 14361790169 | 3 | |
| AMD | AMD | NASDAQ | US | GMT-5 | 04:00:00 | 09:30:00 | 16:00:00 | 20:00:00 | 20.08 | 19.77 | 0.97 | 637500000 | 999407216 | 12603375000 | 3 | |
| JD | 京东 | NASDAQ | US | GMT-5 | 04:00:00 | 09:30:00 | 16:00:00 | 20:00:00 | 20.46 | 20.19 | 0.38 | 474940000 | 1446783000 | 9589038600 | 3 | |