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。
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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.
sfbayarea 发表于 2010-8-6 13:38 
this means that short term bull, long term bear. And since sophisticated trader normally take the longer term option position, experienced traders are more bearish. |