· 杂谈

分析贝莱德韩国指数期权隐含波动率定价及未来走势预期。

中文翻译

@cashbeking 这是贝莱德韩国国家指数2028年的期权链。短期隐含波动率(IV)看起来定价更准确,约为48%,但2年期LEAPS为32-33%。1年期现在是38%,但以前也是32%。不过我预计它们会一起上升。

英文原文

@cashbeking This was the 2028 option chain for Blackrock's national south korea index. Shorter dated IV looks like it's priced in more accurately at ~48% but 2Y leaps are 32-33%. 1Y is now 38% but that was formerly 32% too. I'd expect them all to rise together though.

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