This is a misunderstanding of how option price is determined

來源: Beyond_Soros 2022-10-01 13:00:37 [] [博客] [舊帖] [給我悄悄話] 本文已被閱讀: 次 (390 bytes)
回答: The options trading has some disadvantage for tradersgu.qi2022-10-01 10:36:20

The price of an option is determined by three parameters: stock price (index), time, and volatility. The volatity is dropping quite a bit in the most of trading hours of this Friday. That is why even when the stock price is increasing, the option prices does not track well, sometimes it can even move in an opposite direction. The trick lies in the volatility. Hope it helps.

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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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