在 https://bbs.wenxuecity.com/archive/2011/finance/2427782.html
delta neutral不是靠時間損耗盈利嗎? range-bound應該是對期權賣方有利的吧? 還有我miss something了?
在 https://bbs.wenxuecity.com/archive/2011/finance/2427782.html
delta neutral不是靠時間損耗盈利嗎? range-bound應該是對期權賣方有利的吧? 還有我miss something了?
• A good catch! -喜喜哈哈- ♀ (549 bytes) () 12/30/2023 postreply 11:44:39
• 嗯, IV高的時候,是容易loss,我也經曆過 -opst- ♂ (0 bytes) () 12/30/2023 postreply 21:39:57
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