clarify 多少少
我上面講嘅價係講緊option price,唔係underlying spot
如果有人俾full notional 做premium (當然呢個係extreme case),short put 仲係唔係唔理智呢?你依家係buy zero-strike call option with no premium 喎。
當個option price 郁到去某一個合理價格,令到buyer 同seller 都覺得fair,其實無論你係long 定short 都係理智,而理論上呢個就係我哋嘅market price。