作者:
daze (一期一會)
2021-02-01 00:09:56→ lianli1024 : 而且回補也不是規定一秒補完，我認為這場應該是長 01/31 22:57
→ lianli1024 : 期作戰看誰撐的下去 01/31 22:57
→ a125g : 現在期權履約時間到了 除非出奧步 不然就是要回補 01/31 22:57
→ ceca : 現在是選擇權到期,星期一400萬張要結算. 01/31 23:20
→ ceca : 這是第一個重要交火結果. 01/31 23:20
→ ceca : 400萬張看他要結算到甚麼價格. 01/31 23:20
選擇權是OCC負責清算的。
OCC關於Failure to deliver的規定是這樣的:
https://www.theocc.com/getmedia/9d3854cd-b782-450f-bcf7-33169b0576ce/occ_rules.pdf;
85頁:
If the Delivering Clearing Member has not completed a required delivery by
the close of business on the delivery date, the Receiving Clearing Member shall
issue a buy-in notice, ......undelivered units of the underlying security,
within 20 calendar days following the delivery date, and shall thereupon buy in
the undelivered securities.
==========================
假設禮拜一就有大量選擇權 failure to deliver，買單也不必然會馬上出現。