as long as there is difference in 波动率

one should make money (in theory).

所有跟帖： 

• 不对，一个损失大于另一个的涨幅，就会亏损（看里面的图）。因为无法预测波动率，两个同时买就是赌博，而且还有期权自身损耗。 -圭妈- ♀ (100464 bytes) () 05/09/2023 postreply 16:57:15

• you are right. 50% chance of winning. -jonjon- ♀ (0 bytes) () 05/09/2023 postreply 17:08:09

• 除了损耗，还要负担4倍的bid ask spread（YTD上是看不出来的） -位酷哥- ♂ (0 bytes) () 05/09/2023 postreply 17:19:42