商品期权波动性考量
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几种商品期权的隐含波动率似乎正在上升。对于那些使用期权表达观点或对冲的人来说，你们是如何应对的？是基于均值回归的假设卖出溢价，还是买入潜在的突破情景？
8 comments · 8 points
STu/stefanivanov·1mo
Anyone considering ratio spreads here? You get to sell some premium while still maintaining some upside or downside protection if things really move.
WZu/wei_zhao·1mo
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.
FAu/fatima98·1mo
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.
VMu/varga_maja·1mo
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.
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