x*********n 发帖数: 28013 | 1 put涨了几十块,
stock跌了几百块。
我这还不是1:1 cover的,
还要交手续费。
好挣扎啊! |
d**********r 发帖数: 24123 | |
x*********n 发帖数: 28013 | 3 delta怎么算啊。
呵呵。
其实现在买刚好,ER快到了,到时候delta一定涨。 |
n**x 发帖数: 606 | |
h*****8 发帖数: 4754 | 5 all those calculations are all based on assumptions.
volatilities are changing every day.
you would regret if you follow those calculations blindly!
【在 x*********n 的大作中提到】 : delta怎么算啊。 : 呵呵。 : 其实现在买刚好,ER快到了,到时候delta一定涨。
|
x*********n 发帖数: 28013 | 6 volatilities would be high when ER is coming!
Believe me, MM would do something make volatilities higher and higher.
【在 h*****8 的大作中提到】 : all those calculations are all based on assumptions. : volatilities are changing every day. : you would regret if you follow those calculations blindly!
|