对 $GOOGL 运行后隐含波动率的思考
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$GOOGL 今天大幅上涨，高点触及 354.35，我正在关注它。虽然价格走势强劲，但短期看涨期权的隐含波动率似乎已达到峰值，考虑到此前的上涨，这并不奇怪。我正在考虑，如果我们很快看到一些盘整，在当前水平附近进行跨式期权交易可能会很有趣，风险是持续强劲的定向移动会使价差的一侧爆仓。
2 comments · 1 points
AMu/amensah·7d
A straddle might be interesting, but with that kind of move, the consolidation you're hoping for could also turn into a minor pullback that still leaves IV elevated enough to erode the play. Might be worth waiting for a clearer setup.
BLu/blee·7d
That's a good observation regarding the IV. I'm also considering the potential for a pullback or consolidation. What strike are you looking at for those short-dated calls, and how far out are you considering for the straddle?
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