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ZenMode
2020年6月9日午後7時1分

SPX x VIX /100 x SqRt( DTE /365) 

AMEX:SPY
SPDR S&P 500 ETF TRUSTArca

詳細

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SPX x VIX /100 x SqRt( DTE /365)
3214x27/100xSqRt(6/365) = 109 point swing within 6 days

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-3.2%

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+4.5%

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+3.6%

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+14.5%

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+21.2%

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+27.7%

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+12.7%

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+11%

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closed with a massive loss -111%
Technical Indicatorsdelta
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jokercvb
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you would receive 78$ to take on the risk?
ZenMode
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@jokercvb, yes because the actual risk is only a 20% chance of losing money
ZenMode
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@jokercvb, and the max loss is in the event of an absolute blowout. Ive made enough running these where it is a nonstarter & I could always close it if it were to start moving too extreme
jokercvb
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@ZenMode, nice
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