老师请问,什么情况下选C选项?是不是预期很近的时间内(例如3天,一周内) the company anounce a sharp decrease in performance, volatility would increase a few weeks after the company announced the performance?
calendar spread针对的是performance的表现(good performance: long calendar spread; poor performance: short calendar spread)
call/put option是针对volatility的情况(volatility increase: call option; volatility decrease: put option)
这样理解对吗?