FQby u/fx_quant_lee·17dIdea

在财报前卖出 $SMCI 看跌期权,有什么想法?

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考虑卖出 $SMCI 700P,2月23日到期。财报后股价上涨,隐含波动率仍然很高,即使最近有所下跌,该股仍有强劲的上涨势头。期权金很高,感觉是一个很好的风险/回报交易,可以快速获得时间价值衰减。希望抓住隐含波动率暴跌的机会。

4 comments · 1 points
SSu/swing_samirIndia·17d

Careful, $SMCI can be volatile. Theta gang likes this but make sure you can take assignment.

RRu/range_rider_yuki·17d

Good idea, I'm looking at the 680P for a bit more buffer. Premiums are still decent there.

RRu/range_rider_yuki·14d

Solid play if you're comfortable with the underlying. What's your comfort level on assignment?

STu/smoke_tester·16d

IV is high, but so is the risk of a gap down if market sentiment shifts. Might be better to sell a spread.

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