2026年7月19日 20:00 ET 发布 · 更新于 4 个月前 · 1 个来源
Implied Volatility Reliability in Wide Bid-Ask Spreads
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原始报道
Implied volatility calculations are unreliable when bid-ask spreads are wide, particularly in pre-market or low-liquidity conditions, because these calculations are based on mid-prices that may not accurately reflect true market conditions. It is preferable to rely on implied volatility when markets are open and spreads are tight.
原文