「大象」和「50美分」在VIX選擇權的巨量轉倉交易

sec2100

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.