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English(EN) 98% of These Call Options Are Lottery Tickets. Here's How to Filter Them.

“彩票”看涨期权扭曲期权市场,歪曲看涨信号

一项新分析显示,绝大多数交易的看涨期权本质上是“彩票”,其行权价远高于虚值,不太可能获得回报。通过筛选掉这些低 Delta 值、远高于虚值的合约,看跌/看涨期权比信号会发生巨大变化,通常会从看涨转为看跌。这表明散户投资者经常追逐投机性看涨期权,而机构则在出售期权或为下跌做准备。 AI

排序理由 文章提供了关于期权交易策略的观点和分析,而非事实事件。

在 dev.to — Claude Code tag 阅读 →

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“彩票”看涨期权扭曲期权市场,歪曲看涨信号

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  1. dev.to — Claude Code tag TIER_1 English(EN) · tellmefrankie ·

    98% of These Call Options Are Lottery Tickets. Here's How to Filter Them.

    <h1> 98% of These Call Options Are Lottery Tickets. Here's How to Filter Them. </h1> <p>Here is a number that should bother you: when you look at raw put/call ratios, you are looking at the wrong thing.</p> <p>P/C ratio is supposed to tell you where the smart money is positioning…