o******e 发帖数: 1001 | 1 看看vix明年一月二月的30striking price的put,怎么time value是大幅度负值,-1.5刀
,怎么回事? | j***b 发帖数: 5901 | 2 My guess is that because the way VIX is calculated, there are some expected
changes in VIX due to option expiration (even if the market stays still).
【在 o******e 的大作中提到】 : 看看vix明年一月二月的30striking price的put,怎么time value是大幅度负值,-1.5刀 : ,怎么回事?
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