have to check oi change too, volume surge on 129put, might due to liquidation, profit taking as well then it's a totally different story. it's not strange that index has more put than call.
【在 w******s 的大作中提到】 : 大约spy的牛熊赌局按照volume分布如图
w*o
3 楼
long stocks, put index to hedge? that's why index put is more than call?
【在 a*****e 的大作中提到】 : have to check oi change too, : volume surge on 129put, might due to liquidation, : profit taking as well : then it's a totally different story. : it's not strange that index has more put than call.
a*e
4 楼
insurance hedge is old style, both for futures and options. but if you have a portfolio for ,say 1000 stocks, etfs, put is still the first choice of long only funds.
【在 w*******o 的大作中提到】 : long stocks, put index to hedge? : that's why index put is more than call?
w*s
5 楼
呵呵。。。 真是牛眼看牛
【在 w*******o 的大作中提到】 : long stocks, put index to hedge? : that's why index put is more than call?