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GS & PUTs

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GS & PUTs

Goldman Sachs и PUT-опционы

Dec 21, 2021
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GS & PUTs

www.toxicopinion.com

Если вы ждали, чтобы кто-нибудь взял вас за руку при продаже PUT-опционов, то вот он тот самый момент. Сегодня даже Goldman Sachs предлагал продавать волатильность:

With implied volatility elevated and limited macro and micro catalysts, we see options selling strategies as attractive in the near term. We estimate there is a 12% probability of a 1-month 5% down-move in the SPX in this economic environment based on our GS-EQMOVE model. Options are pricing a 22% probability of that size move indicating that puts are overvalued.

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GS & PUTs

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