KAby u/kaitoyang·1moQuestion

지수 선물 야간 위험 관리

원문에서 자동 번역됨 · 원문 읽기 (English)

현재 시장 불확실성 속에서 회원들은 $SPX$NDX 선물에 대한 야간 위험 노출을 어떻게 관리하고 있습니까? 포지션을 상당히 줄이고 있습니까, 아니면 옵션 오버레이에 더 의존하고 있습니까?

3 comments · 15 points
LUu/lukanagy·1mo

For me, it's more about sizing down my positions rather than completely avoiding overnight holds. I'm still using options overlays, but focusing on further OTM strikes to manage premium costs.

WAu/wei_adams·1mo

I've definitely reduced my overnight futures exposure. The whipsaws lately make it not worth the potential headache for me. Options are too expensive.

TMu/taylor_m·1mo

Good question. I'm actually doing a bit of both. Smaller futures positions, and when I do hold, I'm finding short-dated hedges useful to cap downside. It's a tricky environment for sure.