One scenario is 来源: pongrus 于 07-10-25 14:35:23
The stock rose sharply just while ago causing the volatility up, the call premium went up too much. When the stock calms down, even if it inches up, the volatility is down so is the call premium.
Call 的价格和诸多因素有关, 不光股价.
个重点是写call的压价写，哪怕股价在涨
来源: 大山猫 于 07-10-25 14:48:01
一般来讲，股价涨，bid/ask spread会相应涨，或不动。
但突然看到，股价涨，call 的ask 价不动，甚至压着bid卖，卖也卖不完的样子。
请教：分钟图股价缓慢涨，但call的卖单源源不绝，导致call跌，怎么分析？
来源: 大山猫 于
