A simple strategy for long on volatility/fear is to wait until everyone feels "something big is coming". VRP surges, and the level of panic may exceed the actual volatility. Selling forward puts to earn insurance premiums and profit from the panic premium, while simultaneously buying a short-term put as insurance, just in case a major event actually occurs 😅
This article is machine translated
Show original

马克斯Max
@Maxandzero
03-09
你需要了解的期权核心逻辑:波动率溢价(VRP)
为什么很多期权交易者不依赖方向判断,却依然能够在市场中长期保持优势?
在币圈和美股里,90%亏钱的人都喜欢预测方向。但在期权市场里,长期稳定盈利通常来自另一种逻辑:
利用市场情绪所产生的波动率溢价,并通过系统化仓位管理长期稳定地执行策略。

From Twitter
Disclaimer: The content above is only the author's opinion which does not represent any position of Followin, and is not intended as, and shall not be understood or construed as, investment advice from Followin.
Like
Add to Favorites
Comments
Share
Relevant content




