This is a misunderstanding of how option price is determined

来源: 2022-10-01 13:00:37 [博客] [旧帖] [给我悄悄话] 本文已被阅读:

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.