選擇權 買賣權漲跌幅不同的機制 - 期貨
By Charlie
at 2021-01-07T00:54
at 2021-01-07T00:54
Table of Contents
不好意思 再來菜雞問題
剛剛美國MIN道瓊期抖了一下
https://imgur.com/rtzTxPM
然後我們相對應的台指選擇權 買、賣權也相對應的抖了一下
買權 https://imgur.com/pKMtAoV 漲幅大約1/4
賣權 https://imgur.com/xx2RveE 跌幅大約1/3
我想請問的是,買權跟賣權的振幅不一樣,是什麼機制造成的呢?
當然,我只是把價平的買賣權拿來用,但其實其他價格的買賣權也都類似
整體來說: https://imgur.com/ovGPmLQ
這個震盪下來,買權漲得少,賣權跌得多 (不管是比較 點數差 或 振幅比例)
(在這個震盪之前,兩者的振幅算是差不多)
請問這是什麼原因呢?
感恩~~
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期貨
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