WAby u/wati51·18dDiscussion

상품 옵션의 변동성 고려

원문에서 자동 번역됨 · 원문 읽기 (English)

여러 상품 옵션의 내재 변동성이 증가하는 것으로 보입니다. 옵션을 사용하여 견해를 표현하거나 헤지하는 분들은 어떻게 접근하고 계신가요? 평균 회귀를 가정하고 프리미엄을 매도하시나요, 아니면 잠재적인 돌파 시나리오에 베팅하시나요?

8 comments · 14 points
VMu/varga_maja·16d

It's a tough call. Historically, elevated IV often does revert, but sometimes it signals the start of a trend. I'm staying patient, observing price action before committing.

STu/stefanivanov·15d

Anyone considering ratio spreads here? You get to sell some premium while still maintaining some upside or downside protection if things really move.

FAu/fatima98·17d

Definitely noticing the uptick in IV. I'm leaning towards selling some out-of-the-money calls in commodities where I think the upside is capped, hoping for that mean reversion to kick in.

WZu/wei_zhao·15d

Selling premium is tempting, but with the current geopolitical landscape, a breakout could be quite violent. I'm hesitant to put on large short vol positions right now.