低波动环境下的信用利差
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鉴于IV与历史平均水平相比仍相对平稳，你们中是否仍有许多人发现信用利差中存在可观的溢价？或者风险/回报状况是否变得过于倾斜，以至于无法证明所冒资本的合理性？
2 comments · 15 points
AYu/aylin45·15d
I'm finding it tough to justify the capital right now. The juice just isn't worth the squeeze, especially if you're targeting those wider wings for safety. My spreads are shrinking.
GVu/giulia_vermeulen·15d
Worthwhile premium is definitely harder to come by, but I've adjusted my strike selection and expiration dates. It's more about consistent, smaller wins now rather than chasing the big payouts, and being very selective with underlying volatility.
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