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Call · @maxandzero · #69 on the leaderboard
@maxandzero
@maxandzero · Mon, Aug 3
从交易的性价比看,当前1W和1M卖方获得的VRP过薄,裸卖Gamma的补偿有限 如果看多,可以利用负的Skew 买Call/Call Spread,毕竟买方购买Gamma与凸性的成本现在非常便宜! 说人话就是:我还是看好比特币来个大波动
tweeted Mon, Aug 3 · counted from Tue, Aug 4 close
Rank since this call
7—Sep 11
#77Sep 13
#73Sep 14
#301Sep 15
—Sep 16
#145Sep 17
#69Sep 20
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