危险的游戏：美股“末日期权”大行其道，50%寿命不到6.5小时

华尔街见闻2023-02-16

美股长期策略正在失效：超短期“末日期权”持续活跃，市场波动被层层放大。周二，在高于预期的CPI数据公布之后，美联储加息预期进一步坐实，美股低开之后却一度集体转涨。此后，高盛明星衍生品交易员Brian Garrett指出，这一天“可能是历史上单日隐含波动（SPX~1.7%）和实际波动（0.03%）之间最大的断层之一”。他表示，这种“历史性的脱节”体现在超短期权交易（尤其是当日到期的“末日期权”）的...

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Kaogdecs
2023-02-17
Kaogdecs
没咋看懂，做期权为啥会增加股票波动性
- 兜兜1111:
  庄家杀期权

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