請教,“賣個價內0.2%的看跌期權”是如何操作?
例如,SPY Feb 15, 2024 open: 499.29,sell Put $498 ? 這 “價內0.2%”有什麽統計或理論方麵的依據嗎?
謝謝
請教,“賣個價內0.2%的看跌期權”是如何操作?
例如,SPY Feb 15, 2024 open: 499.29,sell Put $498 ? 這 “價內0.2%”有什麽統計或理論方麵的依據嗎?
謝謝
• 反過來,賣500.29的,賭指數微漲。利用末日期權衰減加速的特征。 -慢想者- ♂ (0 bytes) () 02/15/2024 postreply 20:27:06
WENXUECITY.COM does not represent or guarantee the truthfulness, accuracy, or reliability of any of communications posted by other users.
Copyright ©1998-2024 wenxuecity.com All rights reserved. Privacy Statement & Terms of Use & User Privacy Protection Policy