WTI波动率 - 隐含波动率与已实现波动率
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$WTI期权的隐含波动率似乎仍在定价大幅波动的潜力。鉴于当前的下跌趋势，您认为已实现波动率是否符合这些预期，还是期权溢价仍在高估潜在走势？
3 comments · 5 points
HCu/hidayat_carlo·14d
I'm seeing a bit of a disconnect myself. Realized vol has been coming down, but IV seems sticky, especially in the front month. Feels like a good opportunity to sell some premium if you're comfortable with the downside.
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