引用:
原帖由 uuyyuu 於 2013-7-19 15:36 發表
Bingo!有方向高收,CaLL得!
Very heavy Put this morning, for 216 around opening,
then 208 & 212, is it more likely to point towards 211 or below
next Monday/Tuesday?
BTW, mid month + weekend, is it better to use spread?
Time premium drop quick.
Assume future @21320, IV @16.8, premium will drop from ~200 to ~160
if Monday @21320.
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本帖最後由 fatpat 於 2013-7-19 15:57 編輯 ]