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发表于 2010-8-6 11:38 AM
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我是做SPX OPTION(short 1100P), 早上就EXPIRE了,赚了点. 刚才抄底太早,又还回去一半.
90ufo 发表于 2010-8-6 13:27 
这里要多谢另一位, 她pm 了这个给我。我很少写 spy option, 这个引起我注意。这是07-29的资料。
for Aug, Oct call and put are:
Aug call 2.24
Aug put 2.23
Oct call 4.30
Oct put 4.94
Aug call/put price ratio is: 1.0045
Oct call/put price ratio is: 0.8704
Why there is so much discrepancy? Please look at the far OTM options. you will be surprised. And please make sure you've fully understood this. It is one of the very important parameters when you integrate it into yours overall strategy. |
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