as long as there is difference in 波動率

one should make money (in theory).

所有跟帖： 

• 不對，一個損失大於另一個的漲幅，就會虧損（看裏麵的圖）。因為無法預測波動率，兩個同時買就是賭博，而且還有期權自身損耗。 -圭媽- ♀ (100464 bytes) () 05/09/2023 postreply 16:57:15

• you are right. 50% chance of winning. -jonjon- ♀ (0 bytes) () 05/09/2023 postreply 17:08:09

• 除了損耗，還要負擔4倍的bid ask spread（YTD上是看不出來的） -位酷哥- ♂ (0 bytes) () 05/09/2023 postreply 17:19:42