sec2100 發表於 2021-7-17 07:30:38

選擇權結算日所謂的pin

https://finance.yahoo.com/news/goldman-says-ignore-those-stock-195842276.html


If traders who delta-hedge their positions are net long the at-the-money options, expiration-related flows could dampen stock price movements, causing the stock to settle near the strike price with large open interest (Such a situation is often referred to as a pin). On the other hand, hedging activity by those who are net short could exacerbate stock price moves.

sec2100 發表於 2021-7-17 07:33:06

https://www.amazon.com/Option-Trading-Volatility-Strategies-Techniques/dp/0470497106

euan sinclair 上開著作中也有提到pin risk一詞
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