中文翻译
@Investmnt_Eagle 我依然这么认为!理想的隐含波动率(Implied Volatility, IV)应为14-16%,而不是你关注的那些升水期权所对应的~21-23% IV。重点是 $XLU 是对美国电力/电网未来两年的方向性做多(受益于低 IV)。
· 个股论点
涉及标的: $XLU
@Investmnt_Eagle 我依然这么认为!理想的隐含波动率(Implied Volatility, IV)应为14-16%,而不是你关注的那些升水期权所对应的~21-23% IV。重点是 $XLU 是对美国电力/电网未来两年的方向性做多(受益于低 IV)。
@Investmnt_Eagle I still think so! Ideal would be 14-16% IV not the elevated strikes you're looking at ~21-23% IV. Point was $XLU was a directional long on US power/grid over the next two years (that benefits from low IV).