· 个股论点

分享电力板块宏观看多观点及期权交易风控建议

涉及标的:

中文翻译

是否自行交易取决于你的风险管理(通常实值期权更稳妥)。我想分享我对电力/电网作为多头方向的宏观观点,且鉴于历史表现,$XLU 波动率较低。若使用限价单交易深度虚值期权,请务必注意价差。通常较低行权价因流动性更好,隐含波动率(IV)更接近正常的~14%。

英文原文

Up for you to decide based on risk management if you want to do the trade yourself (more ITM usually the safer it is). Just wanted to present my own macro thesis on power/grid as a long and that $XLU has low volatility given previous history. Just be really careful about spread with limit ordersif you go very OTM. Usually the lower strikes have a more normal ~14% IV given they're more liquid.

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