w*6
2 楼
depends's on Market Maker's goal.
r*m
3 楼
dividend?
Y*a
4 楼
OTM puts are usually more expensive than OTM calls.
This is something called volatility skew.
This is something called volatility skew.
s*m
5 楼
I see. Thanks!
Found this link:
http://www.optionistics.com/volatility-skew
【在 Y****a 的大作中提到】
: OTM puts are usually more expensive than OTM calls.
: This is something called volatility skew.
Found this link:
http://www.optionistics.com/volatility-skew
【在 Y****a 的大作中提到】
: OTM puts are usually more expensive than OTM calls.
: This is something called volatility skew.
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