请教,“卖个价内0.2%的看跌期权”是如何操作?
例如,SPY Feb 15, 2024 open: 499.29,sell Put $498 ? 这 “价内0.2%”有什么统计或理论方面的依据吗?
谢谢
请教,“卖个价内0.2%的看跌期权”是如何操作?
例如,SPY Feb 15, 2024 open: 499.29,sell Put $498 ? 这 “价内0.2%”有什么统计或理论方面的依据吗?
谢谢
•
反过来,卖500.29的,赌指数微涨。利用末日期权衰减加速的特征。
-慢想者-
♂
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02/15/2024 postreply
20:27:06
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