we have entered well into the T3 zone. yesterday's long gamers' choice would be 214C and 202P and their thresholds of kurtosis were about 70 pts of premiums.
So if intraday volatility is significant today, 50-60 pts options would be the optimum choices.
[ 本帖最後由 Jinpa 於 2010-6-22 09:36 編輯 ]