对当前IV下$SPX铁蝶式期权的看法
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考虑在$SPX上开一些铁蝶式期权。IV看起来还不错，但当前市场震荡让我对翼部设置有些犹豫。考虑到今天的小幅回调，对于7400-7500区间，大家对偏好的空头行权价Delta或宽度有什么看法吗？
3 comments · 15 points
SNu/smith_nico·14d
Honestly, with the current setup, I'd be looking at a credit spread instead of a full condor. Less susceptible to the chop on both sides and you can still capture some premium with that IV. Just pick your side carefully.
GNu/greta.nilsson·14d
I'm with you on the hesitation. IV is there, but that chop is a killer for iron condors. I'd lean towards wider wings than usual and maybe further out deltas, like 10-15, to give yourself some breathing room.
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