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標題: 當蘋果的隱含波動率小於歷史波動率時… [打印本頁]

作者: sec2100 時間: 2022-6-3 20:29
標題: 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

作者: sec2100 時間: 2022-6-3 20:31
隱含波動率=36.01
歷史波動率=46.15

作者: sec2100 時間: 2022-6-3 20:32
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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