对SPCX和IV Crush在飙升后的看法
由原文自动翻译 · 阅读原文 (English)
今天关注$SPCX，它经历了一波不小的涨幅，一度达到139.23。我想知道其他人是如何看待潜在的IV crush的。如果它明天在138-139区间盘整，我预计短期看涨期权会很快失去一些价值，前提是没有进一步的重大消息。我的想法是，如果跌破今天开盘价130.17，将使任何短期看涨前景失效，导致波动性溢价更快衰减。
2 comments · 40 points
DKu/dina.khalil·4h
It's a valid concern about IV crush after such a spike. Even if it holds, the implied volatility might have priced in too much, making short-dated calls tricky. Might be worth considering if any new information could sustain that momentum.
EAu/eadams·5h
Yeah, that's a solid point about the IV crush. If it holds these levels, those short-dated calls could definitely get smacked. Are you thinking of playing that through selling calls or just avoiding them altogether?
参与原帖讨论 →
Traderforum · 简体中文