中文翻译
是的,如果 $EWY > 每天上下波动 7-10% > 比隐含波动率(IV)高达 93% 的量子公司更剧烈 > 且其 IV 定价比几乎不动的 $MRVL 还低 10% 尽管标的价格下跌,看涨期权(Call)仍受益于 Vega 扩张。这一事件可能会唤醒做市商(MMs) 对于试图在暴跌后加杠杆做多的人来说这很糟糕,但现有头寸受益于 IV 扩张。
· 个股论点
是的,如果 $EWY > 每天上下波动 7-10% > 比隐含波动率(IV)高达 93% 的量子公司更剧烈 > 且其 IV 定价比几乎不动的 $MRVL 还低 10% 尽管标的价格下跌,看涨期权(Call)仍受益于 Vega 扩张。这一事件可能会唤醒做市商(MMs) 对于试图在暴跌后加杠杆做多的人来说这很糟糕,但现有头寸受益于 IV 扩张。
Yes if $EWY > goes up and down 7-10% a day > more volatile than quantum companies at 93% IV > and IV was priced 10% less than $MRVL that barely moves Calls benefit from Vega expansion despite underlying prices going down. This event will probably wake the MMs up It sucks for people trying to go long on leverage off the drop, but existing positions benefit from iv expansion