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Quant版 - option 求教
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相关话题的讨论汇总
话题: option话题: put话题: result话题: same话题: call
进入Quant版参与讨论
1 (共1页)
c**t
发帖数: 9197
1
For SPY LEAP option (JAN 14), the current quote for both at the money (144)
same strike price and same exp date, put is 20% more expensive than call.
What does this mean?
And when calculating implied volatility, call result and put result will be
different. right?
y******i
发帖数: 199
2
不一定啊。dividend高的话,put更值钱很正常。
1 (共1页)
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话题: option话题: put话题: result话题: same话题: call