袁同学2020-11-19 11:42:42

30、题目说historical has had option exhibiting a volatility skew, the option of GHS currency exhibit a volatility smile, investors believes that within the next days implied volatility will revert to a more usual profile,基于这个预测，sell哪种策略可以受限profit？（来自百题)  A: out of the money calls and but out of the money puts(正确答案)  B: out of the money puts and buy in the money puts  C: at the money calls and buy at the money puts 请老师解释下这个题目？