H*****D 发帖数: 4462 | | Y***C 发帖数: 249 | 2 SPY和NFLX straddle. nflx可能稍微gap up or down, 难以抓住,但SPY最后一天开盘
at the money call/put premium 一般是20 cents. not a single Friday after
March this year, SPY fluctuation is less than 0.75. 而且下午一定有个big down
or big up. | s****i 发帖数: 1954 | 3 more like 40 cents.
【在 Y***C 的大作中提到】 : SPY和NFLX straddle. nflx可能稍微gap up or down, 难以抓住,但SPY最后一天开盘 : at the money call/put premium 一般是20 cents. not a single Friday after : March this year, SPY fluctuation is less than 0.75. 而且下午一定有个big down : or big up.
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