The options trading has some disadvantage for traders

來源: gu.qi 2022-10-01 10:36:20 [] [舊帖] [給我悄悄話] 本文已被閱讀: 次 (774 bytes)

This may be a particular instance that (futres) options trading has some disadvantage for traders. In this trade the index gained 12 points during 3 hours, but the option value gained ony $0.50. Is that stoled, or normal pricing? 

 

8:46 AM #9208680951 tIP BOT +2 /ESZ22 1/50 OCT 22 (Tuesday) (Wk1) /E1BV22 3650 CALL @55.25MARK=3664.00 IMPL VOL=34.66% , ACCOUNT 86*****47

As so disappointed 12 points gain with no value increase!
11:07 AM #9210259525 tIP SOLD -2 /ESZ22 1/50 OCT 22 (Tuesday) (Wk1) /E1BV22 3650 CALL @55.75MARK=3676.75 IMPL VOL=33.14% , ACCOUNT 86*****47

所有跟帖: 

This is a misunderstanding of how option price is determined -Beyond_Soros- 給 Beyond_Soros 發送悄悄話 Beyond_Soros 的博客首頁 (390 bytes) () 10/01/2022 postreply 13:00:37

VIX dropped 2 points from 31.5 yo 29.5. That does not justify 12 -gu.qi- 給 gu.qi 發送悄悄話 (0 bytes) () 10/01/2022 postreply 22:49:00

The model for option price is more complicated than we think -Beyond_Soros- 給 Beyond_Soros 發送悄悄話 Beyond_Soros 的博客首頁 (279 bytes) () 10/02/2022 postreply 14:07:00

My limit order that got hit might be one of the causes... -gu.qi- 給 gu.qi 發送悄悄話 (0 bytes) () 10/02/2022 postreply 19:48:48

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