周五注意到一只股票的本月deep ITM call option的extrinsic va - 未名空间MITBBS历史存档

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周五注意到一只股票的本月deep ITM call option的extrinsic va

周五注意到一只股票的本月deep ITM call option的extrinsic va# Stock

g*u2010-03-13 08:03

1 楼

周五注意到一只股票的本月deep ITM call option的extrinsic value=0
请问option高人这里面有没有门道？
还有一周过期。如果是卖covered call, 那不如卖正股啊. 如果是裸call,那直接short
正股好了。

B*S2010-03-13 08:03

2 楼

I guess this guy is selling to close position because he doesn't want to
exercise...

c*t2010-03-13 08:03

3 楼

wo kao, I do that all the time.
When your calls are deep in the money, you want to get the hell out of it.
look at my March strike STEC calls, ADBE calls, all out without any extra
value at all.
plus when calls are deep in the money it is close to the same as shares

short

【在 g*****u 的大作中提到】