在期货市场中，Straddle期权策略因其独特的盈利模式而备受关注。Straddle期权策略涉及同时购买或卖出同一标的资产、相同到期日和相同执行价格的看涨期权和看跌期权。这种策略的核心在于利用市场价格的剧烈波动来实现盈利。 Straddle期权的盈利时机主要取决于 ...

One of the benefits of multiple option expirations in the index option space is the ability to pinpoint expectations around significant economic events. This Friday (June 7), the Bureau of Labor ...

The Cboe Volatility Index (VIX) is down nearly 50% from the beginning of the year. It’s the biggest year-to-date drop at this point in the year in the history of the "fear index" (data back to 1990).

Gross domestic product (GDP) is a comprehensive measure of economic output for a country or region, with many traders using it to influence their trade decisions. Generally, this macroeconomic figure ...

The financial markets have experienced strong volume growth in the short- dated index option arena. This paper explores the performance of short-dated index options versus the subsequent price move in ...

Gross domestic product (GDP) is a comprehensive measure of economic output for a country or region, with many traders using it to influence their trade decisions. Generally, this macroeconomic figure ...

There is a popular perception that every trading strategy involving derivatives is risky. While it’s likely that if you go for the maximum reward, you’ll be taking the maximum risk, there are ...

About a month ago, I wrote about the extremely low historical volatility reading for the S&P 500 Index (SPX). Low volatility on the index does not necessarily mean a lack of opportunities for option ...