MT4平台英镑兑美元期权交易

汇商资讯 7年前 (2015) admin
8 0

在即将到来的一周里,即将发生的很多事件都会对货币对产生影响。这里有三个期权交易实例指导波动图。

就像上周四说的,我们可以发现英镑在本周已经有了更大的波动,届时英格兰银行(英国央行)将宣布利率和通胀报告。明年初,可能在英国央行行长卡尼发表声明后,任何的利率回升都可能会导致英镑反弹。
英镑兑美元的汇率一直都在1.5560到1.5640之间浮动,此货币对的浮动是由于PMI数据表明英国制造业和建筑业正在扩大。明天还是会继续传来英国和美国的经济消息,周四的亮点是英国央行的声明,周五就是我们高度期待的非农业(非盈利)数据。

购买期权是增加交易波动的一个有效方式,以下是MT4提供的三种期权。
期权类型1:英镑兑美元 回升
如果你预期,英镑/美元反弹。上涨高于近期高点,你可以买一个看涨期权,它会在一个特定的时间有特定的利率。下列图像就是每周看涨期权(C#)在市场中的走势图;以一个预定义的价格1.5662购买英镑兑美元直到周五美国东部时间上午10点。它花费35.8点差(0.00358)购买此选项高亮显示的框内。

如果在到期之前英镑兑美元升到1.5662以上,期权的价值将会升高您就会获得收益。如果该货币对没有上升,您就会遭受亏损,仅限于35.8 点差值等于开盘价格。以下场景图显示的期权在到期支付的一系列市场利率,如果购买1标准手作为标准C#GBPUSDw+0。

期权类型2:英镑兑美元 骤跌
如果您期望英镑兑美元骤跌的话,您就要购买看跌期权,它会在一个特定的时间有特定的利率。下列图像就是每周看跌期权(P#)在市场中的走势图;以一个预定义的价格1.5662购买英镑兑美元直到周五美国东部时间上午10点。它花费33.4点差(0.00334)购买此选项高亮显示的框内。

如果在到期之前英镑兑美元降到1.5662以下,期权的价值将会升高您就会获得收益。如果该货币对没有下跌,您就会遭受亏损,仅限于33.4 点差值等于开盘价格。以下场景图显示的期权在到期支付的一系列市场利率,如果购买1标准手作为标准P#GBPUSDw-2。

期权类型3:英镑兑美元 剧烈波动
如果您期望英镑兑美元是剧烈波动并且无法判断其走向(比如:它可能往任意方向走),您就可以同时购买看涨期权和看跌期权。如果是上涨,看涨期权就会获得收益弥补看跌的损失。如果下跌,看跌期权就会获得收益弥补看涨的损失。例如,您购买了上述提到的两种情况,您就将支付69.2(35.8 + 33.4)的点差。如果以1标准手进行一笔交易,这相当于692美元的总风险。只要英镑兑美元有上涨和下跌的趋势,该期权就会得到收益。如果利率不动或者保持在反弹值之间,您就会遭受损失。
下表给出了利润/损失在一系列英镑/美元利率到期走向。您可以看到,如果货币对在到期时上涨超过1.5729或下跌低于1.5494,就是盈利。这种类型的选择策略命名为“多头宽跨式套利”。

最后,你也可以交易相反的期权,这是“空头跨式套利”。这允许您受益于稳定市场,如果英镑/美元直到周五美国东部时间上午10点仍是交易范围内,您将会收益。但要注意,与购买期权不同,卖出期权是有无限的销售风险的,但是您可以使用止损订单。设置一个期权的策略你会在同一时间购买看涨期权和看跌期权。
 
Trading GBP/USD Options on MT4
The coming week promises numerous events that could impact the currency pair. Here are three options trading examples to navigate volatility.
We could be set for higher volatility in GBP crosses this week as we head for Thursday, when the Bank of England (BoE) will announce interest rates and inflation reports. This is likely to be accompanied by a statement from BoE Governor Carney. Any hint of a rates increase for early next year may cause sterling to rally.
GBP/USD is trading in a tight range: 1.5560 to 1.5640. The pair has been buoyed by positive PMI data indicating that the UK manufacturing and construction industries are expanding.  Tomorrow continues with a packed day of economic news from the UK and US, Thursday’s highlight is the BoE statement and Friday we have the highly anticipated Non-Farm Payroll (NFP) data.
Buying options may be a useful way to trade an increase in volatility. Three option trade examples on MetaTrader4 are provided below.
Option 1: GBP/USD rally
If you expect GBP/USD to rally and rise above its recent highs, you may buy a Call option, which gives you the right to buy at a specific rate over a certain period of time. The below image shows a weekly Call (C#) option in the Market Watch; to buy GBPUSD at a predefined price of 1.5662 until Friday 10am EST. It costs 35.8 pips (0.00358) to buy this option as highlighted by the orange box.
If GBP/USD rises above 1.5662 before expiry, the value of the option will rise and you may make a profit. If the pair does not rise, a loss is incurred, which is limited to 35.8 pips- equal to the price paid at open. The Scenario chart below shows the options payout at expiry over a range of market rates if buying 1 lot of symbol C#GBPUSDw+0
Option 2: GBP/USD plummet 
If you expect GBP/USD to plummet, you may buy a Put option, which gives you the right to sell at a specific rate. The below image shows a weekly Put (P#) option in the Market Watch; to sell GBPUSD at a predefined strike price of 1.5562 until Friday 10am EST. It costs 33.4 pips (0.00334) to buy this option as highlighted by the orange box.
If GBP/USD falls below 1.5562 before expiry, the value of the option will rise and you may make a profit. If the pair does not fall, a loss is incurred, limited to 33.4 pips – equal to the price paid at open. The Scenario chart below shows the payout at expiry over a range of market rates if buying 1 lot of symbol P#GBPUSDw-2.
Option 3: GBP/USD more volatile
If you expect GBP/USD to become more volatile but you have no view on the direction (i.e. it could move either way), you may buy a Call and a Put at the same time. If the market rises, the Call may return a profit and if the market falls, the Put may return a profit. For example, if you were to buy both the above mentioned symbols, you would pay a total of 69.2 pips (35.8 + 33.4). If trading a deal of size 1 lot, that is equivalent to a total risk of $692. As long as GBP/USD moves far enough up or down, the position will return a profit. If the rate does not move and remains range bound, then a limited loss is incurred.
The Scenario chart below gives an indication of the profit/loss at expiry over a range of GBP/USD rates. You can see that if the pair rises above 1.5729 or falls below 1.5494 by expiry, a profit is made. The name given to this type of option strategy is ‘Long Strangle’.
Lastly, you may also trade the opposite position; that is a ‘Short Straddle’. This allows you to benefit from a stabilizing market and you may profit if GBP/USD remains trading within a range until Friday 10am EST. But note that, unlike buying options, selling options may expose you to unlimited risk, which can be managed using stop-loss orders. To set-up an option strategy of this type you would sell a Call and Put at the same time.
 

免责声明:登载此文出于传递更多信息之目的。文章所述内容仅代表文章原作者的个人观点和实录。所写文章的原创性以及文中陈述信息未经证实,对该文所写全部或者部分内容、文字及图片的真实性、有效性不作任何保证或承诺,请读者仅作参考,并请自行核实相关内容。如果有任何问题,请与我们联系:kf@waihuitv.com

广告也精彩
版权声明:admin 发表于 2015年10月24日 下午 9:51。
转载请注明:MT4平台英镑兑美元期权交易 | 每日外汇网

相关文章

暂无评论

暂无评论...