|
所在平台: Udemy |
课程主页: https://www.udemy.com/course/short-straddles-exploit-option-volatility-crush/
课程评论：没有评论
课程名称：短跨式期权 - 利用财报期权波动率崩溃 课程概述： 本课程深入探讨了一种利用特定加密货币在财报发布日出现的波动率套利机会的交易策略。该策略的核心是复杂的“短跨式期权”（Short Straddle）策略，但经过精妙设计，能够有效利用期权定价中的“隐含波动率”（Implied Volatility）错配，尤其是在财报发布前后。 课程亮点： * **利用财报事件驱动的波动率机会：** 重点分析财报季期间，由于市场对即将发布的财报预期存在差异，可能导致的期权隐含波动率被错误定价的情况。 * **“波动率崩溃”（Volatility Crush）原理：** 详细讲解当财报发布后，实际波动率与之前预期的隐含波动率之间产生的差距，以及如何从中获利。 * **“短跨式期权”策略的实战应用：** 教授如何构建和执行一种经过优化的短跨式期权策略，例如在本例中针对Priceline（Priceline Earnings Explosion / Volatility Implosion）的财报交易。 * **精准分析的重要性：** 强调在进行此类交易前，精确的市场分析和判断是成功的关键。 * **可复制的交易模式：** 证明这类“一日交易”（1-day trades）的机会在财报发布季节并非罕见，一旦掌握策略和方法，可以创造可观的回报。 本课程适合对期权交易、波动率交易及量化交易有兴趣的学习者，特别是希望在财报季利用市场波动获利的交易者。
Should we call this trade Priceline Earnings Explosion or Volatility Implosion. Splice and dice it any way you want, there is no doubt this trade is on Steroids. The trade takes advantage of a very specific Volatility Arbitrage situation noticed in Priceline on the day it was reporting earnings. This was a case of mispricing Implied Volatility on the next Option series. A fairly complex Short Straddle strategy, that worked like a gem. Only because the analysis leading up to the trade was Spot On the mark. Believe it or not, this sort of opportunities come up all the time during Earnings reports season. Once you learn this strategy and approach well, you can create very nice 1-day trades based on the Volatility Crush
