月初月底期权到期日，这三个日子附近压好注！
The Kronos+ index captures the S&P 500’s tendency to outperform at the start and the end of each month, and to maintain its momentum going into monthly options expiry dates. A backtest suggests the gauge hasn’t had a down year since 2008, when it lost 54%. A spokesperson for JPMorgan declined to comment on the issuance.
这段话非常有道理，割Call还是割Put取决于前一个月的哪片压住的人多
One is the propensity of the S&P to move in a reliable direction in the run-up to options expiry. If the benchmark has increased in the previous month, call overwriters will tend to buy back their contracts and sell new ones with higher strike prices to dealers. That in turn spurs market makers to buy the underlying equities as a hedge, according to JPMorgan. If the S&P 500 has fallen, the opposite occurs.
https://www.bloomberg.com/news/articles/2021-04-15/jpmorgan-sells-an-exotic-quant-trade-chasing-stock-market-whales
The Kronos+ index captures the S&P 500’s tendency to outperform at the start and the end of each month, and to maintain its momentum going into monthly options expiry dates. A backtest suggests the gauge hasn’t had a down year since 2008, when it lost 54%. A spokesperson for JPMorgan declined to comment on the issuance.
这段话非常有道理，割Call还是割Put取决于前一个月的哪片压住的人多
One is the propensity of the S&P to move in a reliable direction in the run-up to options expiry. If the benchmark has increased in the previous month, call overwriters will tend to buy back their contracts and sell new ones with higher strike prices to dealers. That in turn spurs market makers to buy the underlying equities as a hedge, according to JPMorgan. If the S&P 500 has fallen, the opposite occurs.
https://www.bloomberg.com/news/articles/2021-04-15/jpmorgan-sells-an-exotic-quant-trade-chasing-stock-market-whales