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发表于 2010-6-28 01:00 PM
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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 ...
sfbayarea 发表于 2010-6-28 14:47 
Thanks for the explanation. Just curious, how did you find out the options are paid by asking price?
Also by looking at the data you given: spx 1250 call paid 51% at asking price, my first reaction is that they are for hedge. Since it is hard to imagine that the market will go above 1250 in two weeks. Usually when you are hedging, you select OTM index options. |
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