m*****u 发帖数: 5534 | 1 买1年后到期的天然气期权,同时做空等量UNG,是不是稳赚contango?大牛说说。 | s*******d 发帖数: 47 | 2 How could you make sure this is contango?
based on the settle down price, you can see current price is contango or
normal backwardation.
as long as you cannot predict final settle price, how could you arbitrage
here??
【在 m*****u 的大作中提到】 : 买1年后到期的天然气期权,同时做空等量UNG,是不是稳赚contango?大牛说说。
| w*****3 发帖数: 568 | 3 only 1% premium in the next month future price, contago not huge.
but i suspect ng price will not go down, | l*****o 发帖数: 180 | 4
你牛!
【在 m*****u 的大作中提到】 : 买1年后到期的天然气期权,同时做空等量UNG,是不是稳赚contango?大牛说说。
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