各自大神谁能帮忙解释_老虎社区_美港股上老虎 - 老虎社区

各自大神谁能帮忙解释一下，昨晚付博的期权价格是神马情况，股价爆涨了10.15刀（24%），我做的跨市策略，买45的call和45的put，call的delta将近0.78，put的delta只有-0.22，我一比二做的delta中性对冲，但是为啥put的亏损比call还要大一倍啊！百思不得其解！$fuboTV Inc.(FUBO)$

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精彩评论

老铁来了
2021-02-02
老铁来了
这股期权倍率不大，而且有权利金风险，不买期权
- 大飞1235:
  正骨风险也不小
热心市民付先生
2021-02-02
热心市民付先生
更正一点，应该说是 call 和 put 的隐含波动率都会变大。这个时候可能 call 和 put 都涨价，你可以赚两个方向的钱。例子就是前些天很多买了 GME Call 和 Put 的人两个方向都赚钱。或者一者盈利大于另一者亏损，这就是赚一个方向的钱。但是如果call的隐含波动率是上升的，put 的隐含波动率是下降的。那你可能就亏钱了。
- 热心市民付先生:
  这说明股价的暴涨没有超越大家的预期。很多人希望通过期权得到更多的收益可能性。所以近期到期的合约的隐含波动率会更高，你可以理解成大家为了成交会愿意给这个 call 支付更多的溢价。所以对于这种原本波动就大的股票，需要暴涨很多才能超越预期。另外就是随着临近到期日，时间价值的损耗会变快。会加速合约价值下降，这两个原因会导致快到期期权的风险变大。
- 大飞1235:
  可是我的疑问是股价的暴涨为什么没有带动call的暴涨，却带来了put的暴跌！
来一个亿
2021-02-02
来一个亿
不用解，戒了就行了。
- 大飞1235:
  那也得把陪的挣回来啊
热心市民付先生
2021-02-02
热心市民付先生
这说明随着股价上涨，越来越多的投资者认为 put 的观点是错的。然后也要看你买的是近期还是远期的合约。近期的隐含波动率变化会比较大，远期一般小一些。
- 大飞1235:
  我买的是这周的期权，非常近，我琢磨琢磨你说的
热心市民付先生
2021-02-02
热心市民付先生
跨式的目的是做多波动率，一般用在财报前一个月开始。随着临近财报发布，call 和 put 的隐含波动率都会上涨，结果就是行权价等于股价到期日相同的 call和 put 价格都会变贵（跨式）或者距离股价距离差不多相等的行权价和相同到期日的（宽跨） call 和 put 都会变贵，但是因为股价在波动，call 和 put 的隐含波动率变化速度就不一样。你吃的就是这个差值。
水稻哥哥力拔山兮气盖世
2021-02-02
水稻哥哥力拔山兮气盖世
投资者预期不看好put，有价无市买卖不出

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