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来自:CFA > Level III“甄”题库 > 【必修】Derivatives and Risk Management > (2026PP)Module 1: Options Strategies 2025-07-31 00:14
so long a straddle happens when ppl think the "futures" volatility is going to increase not the current?
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融跃答疑王老师    2025-07-31 10:47

致精进的你:

现在的 implied volatility已经是 high levels了,未来会跌,Long straddle,那股票必须暴涨或者暴跌才行,investor目的是要purchase the stock,Long straddle不能实现purchase the stock,,,sell put,如果未来股价跌了,对手会行权,会把股票卖给我,我purchase the stock;如果未来股价不跌,我可以收取put option的期权费,也可以。

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