你舉的那個NVDA的例子,兩call delta都到0.5和0.4了,別說股價急速上漲,就是一般上漲,你根本就來不及調整
所有跟帖:
• call ratio spread玩指數還行,玩這種IV高的,一個大漲就把以前賺的全賠進去了 -dancingpig- ♀ (0 bytes) () 01/28/2025 postreply 19:58:12
• That is why I only do this on QQQ. Not on 個股 -三心三意- ♂ (0 bytes) () 01/28/2025 postreply 20:35:12
• Index is a lot more predictable than individual stock -三心三意- ♂ (0 bytes) () 01/28/2025 postreply 20:36:05
• see my BE calculation. BE is 141.5。 -opst- ♂ (302 bytes) () 01/28/2025 postreply 21:24:06