· 方法论

反驳观点,指出IV普遍上涨,但承认期权价差扩大可能是混淆因素。

中文翻译

我不同意,我认为隐含波动率(IV)确实出现了重估上涨,因为你可以看到每个虚值(OTM)合约的IV变化。我最初发帖时IV为32%,此后整体IV肯定已升至约38-39%。2027年LEAPS的IV值也从30%出头升至40%多。但正如你所说,期权价差(Option Spreads)大得多,这可能是一个混淆因素。

英文原文

I disagree, I see genuine repricing up of IV, since you can see the IV changes reflected across each OTM contract. I originally posted it at 32% IV and it’s definitely increased since then ~38-39 IV across the board. IV values have increased for 2027 leaps as well from low 30s to 40s. But as you mentioned the option spreads are a lot wider and might be confounding factor

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