Diffusion 发表于 2013-3-18 01:26 PM
http://www.investopedia.com/terms/m/maxpain.asp
可以看看。这个已经有很多academic research paper ...
谢谢,抄录一下,
About 60% of options are traded out, 30% of options expire worthless
and 10% of options are exercised. Max pain is the point where option
owners feel "maximum pain," or will stand to lose the most money.
Options sellers, on the other hand, may stand to reap the most reward.
The Maximum Pain theory is controversial, and there is disagreement
regarding if the tendency for the underlying stock's price to gravitate
to the maximum pain strike price is by chance, or by some sort
of market manipulation.
个人观点,如果找到日内暴涨的Option,买卖Option比较适合DT,便宜, 比如翻倍,还是可以遇到的。
至于日内暴涨100倍的Option,或者蓉儿168説见过的增值800倍的Option,我还没有见过。
长线Put Put Option, 股价不动也赚Time Delay, 这个大家都忽略了。 |