期权疑问

$Netflix, Inc.(NFLX)$

我靠，正股大涨怎么期权在跌啊……$苹果(AAPL)$

免责声明：上述内容仅代表发帖人个人观点，不构成本平台的任何投资建议。

精彩评论

simons的期权实验室
2018-04-18
simons的期权实验室
BS公式告诉我们收益率标准差跟时间的根号成正比。NFLX季报前Jun15 480call IV是48，季报后IV是37。（48/37）^2=1.68。假定开仓在季报前一天 DTE=60, 60-60/1.68=24.3。持有这个仓位过季报会损失24.3天的时间价值。
- simons的期权实验室回复can:
  离到期日的天数
- can:
  dte是？dte除予收益率标准差又是啥
淡定哥哥
2018-04-17
淡定哥哥
你这个价格到6月份肯定到不了啊😊
- 淡定哥哥回复can:
  谁会为了一件不可能的事去下注啊，这个掉价主要是因为财报前期权都比较贵，这个随着一天天过去，会慢慢归零
- can:
  这个就是掉价的原因么
旭阳特别帅
2018-04-18
旭阳特别帅
你应该看溢价率，由于财报影响，期权的波动性会增大，所以你看到的期权的价格是大幅高估的.财报过后，波动率就下去了，期权价格就会很快恢复正常值，这个特性对于CALL和PUT都一样，所以会见到看涨和看跌期权双杀的情况.
蒲公樱
2018-04-18
蒲公樱
一：行权日远
二：行权价高
你肯定不会花20万娶小姐。
因为不值这个钱，
十万有人娶吗？
也没有。
海中霸王
2018-04-18
海中霸王
还指望2个月从327涨到480？太夸张了吧！
innerpeace
2018-04-17
innerpeace
之前波动率太高换句话说之前期权价格不值那么多

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24

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