1.今天你阅读到的有价值的全文内容链接
https://bbs.pinggu.org/thread-3524948-1-1.html
Option Volatility and Pricing- Advanced Trading Strategies and techniques
2.今天你阅读到的有价值的内容段落摘录
Page151.
"If we consider three options—in the money, at the money, and out of the money—option that are identical except for their exercise prices, the at-the-money option is always the most sensitive in total points to a change in volatility"
"If implied volatility is low, the choice of spreads should focus on purchasing the at-the-money option. If implied volatility is high, the choice should focus on selling the at-the-money option
"
3.今天你阅读到的有价值信息的自我思考点评感想
虽然期权组合交易策略很多,但是在实践中如何应用却是非常关键的,特别是对于价差策略来说, 对于期权类型和行权价有众多的选择。 在何种市场观点下如何选择合作的构建方法,是非常值得深入研究的。 这段话给出了一个思考和衡量的标准与框架。
4.昨日你阅读的时间量(小时计算,如0.5小时)
0.8 小时
5.你参与活动至今的总时间量(小时计算,如20小时)
20小时