選前作賣方 - 期貨
By Isabella
at 2012-01-12T02:04
at 2012-01-12T02:04
Table of Contents
各位前輩好
由於這次1月合約快到期時舉行選舉
賣方的優勢有
時間價值的流失
以及
因為賭客壓雙邊or避險
需求大增導致隱含波動率異常高
所以賣方除了可以吃時間價值以及波動率的豆腐外
最大的系統性風險是像319這種事情發生
但是這種事情不"常"發生吧?!
以機率來看319這事情
不是規定4年都玩一次吧?!
所以想請問這次賣方的優勢是否大一些....??
或是還有其它的風險呢??
ps其實很想賣兩邊....
--
(  ̄ c ̄)y▂ξ
--
由於這次1月合約快到期時舉行選舉
賣方的優勢有
時間價值的流失
以及
因為賭客壓雙邊or避險
需求大增導致隱含波動率異常高
所以賣方除了可以吃時間價值以及波動率的豆腐外
最大的系統性風險是像319這種事情發生
但是這種事情不"常"發生吧?!
以機率來看319這事情
不是規定4年都玩一次吧?!
所以想請問這次賣方的優勢是否大一些....??
或是還有其它的風險呢??
ps其實很想賣兩邊....
--
(  ̄ c ̄)y▂ξ
--
Tags:
期貨
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at 2012-01-13T12:27
at 2012-01-13T12:27
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