You mean index call? Is index option usually used for hedge?
jilier 发表于 2010-6-28 14:36
这个要解释一下。以前说过option 要most active strike, 还要看how they are being paid.
想想,同一个strike, 如果一种情况是60% paid at asking price, 另一种情况是60% paid at bid price. 那么那一种情况是hedge, 那一种是directional bet?
无错,index option most like is used as hedge, 但这几年用做trading 手段是很常见。