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標題: 「大象」和「50美分」在VIX選擇權的巨量轉倉交易 [打印本頁]

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作者: sec2100    時間: 2018-1-12 22:34
標題: 「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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