应该是由于正gamma太大，急跌导致负delta太负，所以做市商强行买入来对冲所致。目前只能这样解释比较合理

来源: 能量守恒于 2025-09-05 12:47:11 [旧帖] [给我悄悄话] 本文已被阅读：次

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