iv已經price in左好多movement
straddle strangle單純就係bet realized vol vs implied vol, 唔知有咩好討論咁耐
我記得earnings前option market應該imply個event driven move ~12%(大約 無認真睇)覺得郁得細過呢個數咪short vol 覺得會郁多D咪long vol
就算禮拜五到期都唔代表要等佢expire睇個price架姐 earning出左iv就縮架啦 如果initial move仲係fairly small 隊番個straddle/strangle出去咪capture 左個 realized - implied vol spread