鹏鹏和胖胖
2016-10-28
$百度(BIDU)$请教高手，为什么百度涨这么多方而期权亏了
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vision
2016-10-28
vision
确认一下，你买的是11月4日到期的192.5的期权是嘛？
vision
回复
注意破产
:
6是 ATM straddle 算出来的，68%是正态分布的概率
注意破产
:
算错了吧 首先股票价格模型是对数指数 其次6应该也不是方差
注意破产
:
这个概率是怎么算的？
鹏鹏和胖胖
:
好的，懂了，谢谢，之前想着价格涨上去了应该会价内价外都会涨，看来不是那么回事，早知道就不买了，正股涨上去了都亏惨了
vision
回复
鹏鹏和胖胖
:
嗯简单来说，你的期权过于价外，买的日期太近。百度现在的股价是183，11月4日平价期权的call+put=6美元左右，说明这股有68.2%在177到189之间，你如果买189一下的期权就不会跌那么多了。现在如果百度在11月4日前涨到186以上，你才会减少亏损，涨到192以上，你会赚钱
全部6条回复
33_Tiger
2016-10-28
33_Tiger
你买的192的期权，又马上到期，明显不太可能到啊，所以没价值
注意破产
2016-10-28
注意破产
兄弟 先回去好好看书吧；忠告
机构猎杀者
2016-10-28
机构猎杀者
因为这是诱多。
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