5613数理金融中等essaymedium
Why Event Vol Collapses After The Print
题目
Why do near-dated options often lose a large amount of implied volatility immediately after earnings, even if the stock barely moves afterward?
解题计时
0:00
提交作答时记录，用于后续平均用时统计。
题目
Why do near-dated options often lose a large amount of implied volatility immediately after earnings, even if the stock barely moves afterward?
解题计时
0:00
提交作答时记录，用于后续平均用时统计。