中文翻译
IV(隐含波动率)是衡量隐含波动程度的指标。你可以通过图表大致进行目测检验。$EWY 每天的波动幅度,甚至超过那些高波动率公司(例如 $MRVL,波动率55%)一周内的波动。有时波动率会被错误定价,如果你能发现这一点,当市场正确重新定价波动率时,你的看涨期权(Calls)上涨速度会快于正常水平。
· 方法论
IV(隐含波动率)是衡量隐含波动程度的指标。你可以通过图表大致进行目测检验。$EWY 每天的波动幅度,甚至超过那些高波动率公司(例如 $MRVL,波动率55%)一周内的波动。有时波动率会被错误定价,如果你能发现这一点,当市场正确重新定价波动率时,你的看涨期权(Calls)上涨速度会快于正常水平。
IV is a measurement of implied volatility. You can kinda eyeball test it based on the chart. $EWY moves more in every day than companies with volatility (eg. $MRVL 55%) does a within a week. Sometimes volatility is priced wrong and if you spot that, your calls go up faster than normal when market markets price in volatility correctly.