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Midnight NinjaEarnings report high IV volatility
新的财报季来袭！特朗普概念股 PENG 获市场重度关注！
1、前言：先读懂「隐含波幅」对财报这类「事件驱动型」行情，期权做市商会按约 ±2 倍标准差给波动率定价进行对冲。如果我们把一只股票的业绩隐含波幅除以 2，大致就是它平时的日常波动量级例如本周特朗普概念股$Penguin Solutions(PENG.US) 隐含约去到 ±26%，那么对应平时日常波动约 ±13%；而百事仅隐含约 ±4.5%，日常仅 2.25% 脾性温和得多...
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