QQQQ option

bayliner1979 · 发表于 2009-4-23 09:02 AM

现在 QQQQ -0.08, VXN -1.73%,
结果MAY 31 CALL +0.12, 32 CALL +0.07，
NASDAQ的混蛋们也太不着边际了些。
这个option的具体算法不明。

benmao · 发表于 2009-4-23 05:15 PM

上次买CALL的都赚了,MM总得提提价吧?

lite1067 · 发表于 2009-4-23 10:00 PM

现在 QQQQ -0.08, VXN -1.73%,
结果MAY 31 CALL +0.12, 32 CALL +0.07，
NASDAQ的混蛋们也太不着边际了些。
这个option的具体算法不明。
bayliner1979 发表于 2009-4-23 09:02

is it possible that VXN measures ATM while 31 or 32 are both ITM then? small difference in the option price anyway.

QsOption · 发表于 2009-4-23 10:32 PM

That means very high expectation Qs will up.

Last Month BAC's $5 April call is priced very high even when BAC is below 4.00. And the option expired with more than 1600% gains.... I bet some bi MMs earned a lot on the BAC calls last Month....

bear! · 发表于 2009-4-23 11:58 PM

4# QsOption
strongly agree

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[讨论] QQQQ option