sec2100 發表於 2022-6-3 20:29:06

當蘋果的隱含波動率小於歷史波動率時…

https://www.barchart.com/stocks/quotes/AAPL/volatility-greeks

sec2100 發表於 2022-6-3 20:31:35

隱含波動率=36.01
歷史波動率=46.15

sec2100 發表於 2022-6-3 20:32:29

https://marketchameleon.com/Overview/AAPL/IV/


The current IV (31.6) in AAPL is -32.9% below its 20 day HV (47.1) suggesting that options markets are predicting future volatility to trade below the most recent 20 day realized volatility.
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