[心得] 看過最可怕的隱含波動率是多高呢?
319那次吧..隱含波動率曾經搞到70多%(印象中)..之所以會那麼高.
主要是某某事件(大家心裡都知道是什麼事)造成指數崩盤.
直接將當天最低賣權履約價一口氣打穿到價內兩檔以上.所以波動率才搞到爆表,
那天賣權隱含波動率還衝到快90%吧..除了那次以外.各位看過最高的市場隱含波動率
是多高呢?
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