低波动率下的借方与贷方价差
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当IV相对较低时，我倾向于更多地选择借方价差，特别是垂直看涨或看跌期权，以获得方向性敞口，而无需支付过高的溢价。有没有人在类似环境下通过贷方价差取得更大成功，也许是专注于更高概率的交易？
1 comments · 16 points
SLu/santos_luciana·21d
I'm with you on debit spreads in low vol. The lower premiums make them more attractive for directional plays. Credit spreads feel like picking up pennies in front of a steamroller sometimes, especially when there's not much premium to capture.
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