期权collar策略用的很666
聊聊我未来几个月的策略
首先中短期我基于以下几个判断构建策略
1.大饼目前10w+的位置中短期来说性价比一般
2.ena s4空投明牌份额3.5%,理财局且非常适合精算
3.目前u本位套利其它策略跑15-25%apr还是比较轻松的
基于以上判断我执行了以下操作
1.买入等额btc现货,卖出115k btc call 买入105 btc put
2.ena s4我的基本仓位依然在吃积分。由于本季是理财局大仓sena机动小额sena yt加速eusde yt。由于我的统一保证金模式都是大饼现货所以套保基本无惧涨跌。资金费率负的严重的时候我会卸下sena现货吃积分仓位
3.剩余的现金仓位直接统一保证金套保然后去其他矿吃apr,这部分就是灵活机动
另外:补充说明一下,我构建这个策略的时候期权成本非常低,对应基本是1个饼 (put成本-call成本-远期和现价大饼差价600美金 600美金换13000美金的组合)。现在成本会贵一些。
总结就是:大饼涨我能赚,横盘套利也能赚,跌了也能赚,甚至大跌机会成本没有损失还能大胆抄底。
风险就是:大饼涨超115000踏空部分涨幅,或者涨上去再跌下来就比较难受。
小伙伴们有什么意见欢迎补充。
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