h*****u
发帖数: 204 | 1 什么情况下 Put Option Elasticity的绝对值可能小于1？
或者为什么Put Option Elasticity的绝对值可能小于1？ 谢谢 |
z****g
发帖数: 1978 | 2 deep OTM and close to expiration, does this put worth anything in this case? |
T******r
发帖数: 257 | 3 要是真一文不值, 做implied vol surf就省事好多哦.
case?
【在 z****g 的大作中提到】
: deep OTM and close to expiration, does this put worth anything in this case?
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h*****u
发帖数: 204 | 4 这个也有价值啊 虽然比较小
case?
【在 z****g 的大作中提到】
: deep OTM and close to expiration, does this put worth anything in this case?
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x******a
发帖数: 6336 | 5 what is Put Option Elasticity?
thanks |
h*****u
发帖数: 204 | 6 http://personalpages.manchester.ac.uk/staff/tim.worrall/fin-400
Page 2 last line, you can find the definition for a call.
It is similar for a put.
【在 x******a 的大作中提到】
: what is Put Option Elasticity?
: thanks
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