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怕回调,也怕踏空,华尔街开始用这种“高级玩法”对冲风险了
根据规则,回顾型看跌期权的执行价格是基于期权有效期内的最高市场价来设定的, 投资者可以“回顾”历史的最高点来确定执行价格。这意味着即使市场继续上涨,期权的执行价格也会随之上调,从而增加期权的有效性。
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