日历价差既然是做多远_老虎社区_美港股上老虎

LGP3971
2024-05-28

日历价差既然是做多远期波动率

那我买入一张07.05到期的175 call

同时卖出一张06.14到期的175 call

中间隔着一个财报

6.14近期到期时，远期期权波动率是不是会涨？

这样是不是大概率能盈利？

唯一的风险就是财报前股价大幅偏离175，时间价值全部归零，损失300刀左右？

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