2026年7月19日 20:00 ET 发布 · 更新于 4 个月前 · 1 个来源
Implied Volatility Calculations Unreliable with Wide Bid-Ask Spreads
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原始报道
Implied volatility calculations should not be trusted when bid-ask spreads are wide, particularly in pre-market or low-volume scenarios, because these calculations are based on the mid-price of options, and poor liquidity leads to less reliable quotes and potential for fills far from the desired price.
原文