· 方法论

对比PayPal与GOOGL、TSM的隐含波动率,质疑其期权溢价性价比。

涉及标的:

中文翻译

@DeepValueBagger @PaperBozz @FrostyFinances 隐含波动率(Implied Volatility)为38%,对于像PayPal这样的标的来说处于较高水平,所以我不确定溢价是否真的便宜。例如,当我交易$GOOGL看涨期权时,隐含波动率为28%,或者$TSM为32%。

英文原文

@DeepValueBagger @PaperBozz @FrostyFinances IV is 38% which is on the higher end for something like PayPal though so not sure about premium being cheap. When I did $GOOGL calls they were 28% for example or $TSM was 32%.

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