I****k
发帖数: 35 | 1 我个人觉得是call大，因为call有unlimited upside，所以vol更大一些。
有高手出来指点一下么？ | i****e
发帖数: 78 | 2 价格关系都没有,怎么算vol?
【在 I****k 的大作中提到】
: 我个人觉得是call大，因为call有unlimited upside，所以vol更大一些。
: 有高手出来指点一下么？
| I****k
发帖数: 35 | 3 当然应该假设剩下的在相同条件下。。。
【在 i****e 的大作中提到】
: 价格关系都没有,怎么算vol?
| i****e
发帖数: 78 | 4 I guess you probably mean ATM call vs put,
otherwise, if they are same strike (say out of money put),
the vol of the out of the money put has to go to moon
to match the price of in the money call.
【在 I****k 的大作中提到】
: 当然应该假设剩下的在相同条件下。。。
| f*******g
发帖数: 377 | 5 theoretically the implied vol for call and put (with same strike and same
maturity) should be the same, thanks to put-call parity. there could be
small difference in reality.
【在 I****k 的大作中提到】
: 我个人觉得是call大，因为call有unlimited upside，所以vol更大一些。
: 有高手出来指点一下么？
| r**u
发帖数: 69 | 6 s+p=c+k'
if s=k', then c=p and implied vol are the same for call and put.
if s>k', then c in the money and p out of money, out of money options
usually have bigger implied vol (just my impression).
and vice versa.
【在 I****k 的大作中提到】
: 我个人觉得是call大，因为call有unlimited upside，所以vol更大一些。
: 有高手出来指点一下么？
| a**********2
发帖数: 355 | 7 Reality is quite different from theory. Say a deep out of money option, 0
bid 20 ask, the vol we calculate from bid/ask/mid will be quite different,
and how useful to calculate such kind vol is also debatable. And there is
bid/ask spread in stock too, and the interest rate difference between long
and short, all these factors make call-put parity not hold.
By observation,usually put vol is higher than that of the same strike call,
though not always. Thinking buying put is buying insurance, there
【在 r**u 的大作中提到】
: s+p=c+k'
: if s=k', then c=p and implied vol are the same for call and put.
: if s>k', then c in the money and p out of money, out of money options
: usually have bigger implied vol (just my impression).
: and vice versa.
| g****3
发帖数: 49 | 8 Are you an option trader?
,
【在 a**********2 的大作中提到】
: Reality is quite different from theory. Say a deep out of money option, 0
: bid 20 ask, the vol we calculate from bid/ask/mid will be quite different,
: and how useful to calculate such kind vol is also debatable. And there is
: bid/ask spread in stock too, and the interest rate difference between long
: and short, all these factors make call-put parity not hold.
: By observation,usually put vol is higher than that of the same strike call,
: though not always. Thinking buying put is buying insurance, there
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