动荡中期权市场定价如何?

通过抓取option trading volume和option open interest,并且按照时间画在图中。

  • Cvol: call volume
  • Pvol: put volume
  • Coi: call open interest
  • Poi: put open interest
  • Highest strike: strike with the most volume
  • Volume Avg: Volume averaged strike

图1. AAPL

图2. AMZN

图3. TSLA

图4. TLT

Leave a Reply

This site uses Akismet to reduce spam. Learn how your comment data is processed.

Discover more from 聚浪财经

Subscribe now to keep reading and get access to the full archive.

Continue reading