新用户loog在飞
2024.11.06 15:20

$特朗普媒体科技集团 (DJT.US)

很多人不明白为什么看涨和看跌的期权都暴跌?

我给你们简单解释一下,

昨天的期权定价有一个不确定因素,就是所有人都能预测到这个事情可能成功也可能失败,当时的隐含波动率高达 780%。

而今天隐含波动率已经跌到了,只有 300% 左右

正常的隐含波动率应该在 200%。

780% 是什么意思呢?大概就是离行权价格差一块钱乘以 7.8,

这就意味着今天开盘所有的期权价格暴跌一半,即使股票不波动。

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