英文【高盛】本周最佳覆盖(2025年5月27日)
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- 📄 文件全名
- 《英文【高盛】本周最佳覆盖(2025年5月27日)-17页.pdf》
- 🎯 适合读者
- 战略规划行业研究员
- 📊 核心数据
- estimate the average S&P 500 stock with liquid options is down 2.4%; overwriting
- stocks with 10% OTM 1-month calls outperformed by 36bps, while put selling
- Exhibit 1: Collect 2.0% for 10% OTM June Calls
- the US market that we believe are liquid (as identified by tight bid/ask spreads for 10%
- Buy-write portfolio (call sale + long stock) is down 2.0% since May expiration. We
- 🏷️ 核心议题
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