引用:
原帖由 oem7110 於 2013-10-18 14:33 發表
請問何時使用何種策略組合呢?
Thx
Now after a few days, hope that you have a feel about the calender spread.
Long Calender - Expect front month IV drop, but next month rise.
- Most people do at around ATM, so most time premium to earn
- target will settle around ATM, eat all front month time premium
and retain the most for next month