「大象」和「50美分」在VIX選擇權的巨量轉倉交易
https://www.bloomberg.com/news/a ... its-buying-behavior
文中提到大象的策略為: 賣12的Put 262500口，買15的Call 262500口，並且賣25的Call 525000口
the new position was established by selling 262,500 12 February puts, buying 262,500 15 calls, and selling 525,000 25 calls.
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