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引申波幅(2)

2015/09/09

找數時間~

 

個市尋日最多升成八舊, 個IV就只係一直喺低位徘徊, 今日最多跌六舊幾, 但個IV就即刻抽升, 到底背後係咩原因導致會出現哩個現象呢?

 

答案非常簡單, 因為歷史波幅率係以相關資產的現水平計算的. 1/2大d定1/3大丫? 個原因係咪好白痴哩...

 

我地先假設市場正處於均衡狀況, 引申波幅與歷史波幅並沒有出現偏離, 即IV = HV, 如果歷史波幅為5000點, 相關資產現水平為25000, 咁個歷史波幅率就會係5000/25000*100% = 20%. 而如果歷史波幅同樣係5000點, 但相關資產現水平為20000, 咁個歷史波幅率就等如5000/20000*100% = 25%. 可見同樣既歷史波幅, 如相關資產的現水平較低, 其歷史波幅率將較高

 

從哩三日既走勢大家可以見到, 就算單日既走勢波幅有幾大都好, 指數其實都只係喺同一個區間上落, 所以個歷史波幅其實係無變過的, 而個IV點解升市下跌, 跌市就升, 就係因為分母大小既問題

 

但之前四月嗰轉急升, 個IV升到啪啦聲喎! 咁又點解釋? 原因一樣咁白痴... 答案係因為分子既變動大於分母既變動, 自己諗下點解啦~

 

講左咁耐, 其實個歷史波幅所謂既[歷史], 到底係幾耐? 有人話一年, 有人話一個月… 有人話係唔知係幾耐既中位數… 答案全部都錯! 我直情知道係幾多日! 而哩個日子係有官方證據支持的, 但哩度實在太多無間道… 多到大家想象唔到咁多! 恕我唔方便透路太多… 免得D人知D又唔知D就走去教人, 結果誤人子弟

 

IV受市場供求既影響其實只屬間接… 想利用唔同既操作黎賺IV, 你必需完全掌握其背後既真正運作原理. 而相關資產現水平對IV既影響其實只係其中一個直接因素, 背後仲有兩個因素會對其產生直接影響, 黎梗既課堂會詳細解釋. 我就擺明係賣關子的, 好賤呀!!!

 

如果有人同你講: 今日大波做SHORT著數, 你可以直接叫佢食X屎! 然後叫佢黎上下堂自我增值下先… 最好梗係帶埋自己黎一齊上啦~ 好hard sell呀^^y

 

廣告時間: 我月尾會翻炒基礎班的, 十月應該會開新野, 期權實戰應用班, 再遲下應該會開即市期指, 各課程既詳細內容請等待活動公布

 

但當然係唔會教你四種基本買賣操作, 計打和點同組合咁白痴啦… 收得人錢教既一定係堅料! 學基本野洗鬼俾錢上堂買書咩… 睇我d片已經夠哂, 我敢話暫時我見唔到有人講得好過我

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