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发表于 2011-4-4 02:30 PM
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胡同儿串子 发表于 2011-4-4 14:47
回复 sfbayarea 的帖子
三藩兄,这种calendar spread是咋work的呢?四月的被执行了怎么办?
Normally, this kind of huge volume trade is "control" by option MM, in other word, it most likely won't close above 100 by April OE. As long as price stays at this level, by the end of OE, this set up will make a little money(few cents). If they were wrong, they will lose the premium.
As a individual trader, should not jump in right away, wait for 3 days to see how's the stock price and option volume changes, if they go up in sync then you could take a shot, otherwise. Move on to something else. |
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