我的建议还是sell the rallies...
X!nG 发表于 2010-6-10 10:56
take a look at the most active .spx option strikes.
June 1025 put and Spetember 1025 put traded as a spread.
June/July 1100 call traded as a spread.
June 1080 call traded as a naked position. (by the way 63% of those were paid at the ask price)