A good catch!

来源: 2023-12-30 11:44:39 [博客] [旧帖] [给我悄悄话] 本文已被阅读:

谢谢你认真阅读.

Yes, I agree with you. But when the iv is high, even it's a range market, 我会有loss. 
也许就是他说的那种情况?

一般情况是如果是trend market, 我要有一点delta才行.

磨磨唧唧, call put value 都降的时候,我就赚得多了.

如果市场朝着我的反方向的时候, I will be affected and take a loss.

(但是现在损失越来越小), 然后我调仓后

就适应新区间了