→ lianli1024 : 而且回补也不是规定一秒补完，我认为这场应该是长 01/31 22:57
→ lianli1024 : 期作战看谁撑的下去 01/31 22:57
→ a125g : 现在期权履约时间到了 除非出奥步 不然就是要回补 01/31 22:57
→ ceca : 现在是选择权到期,星期一400万张要结算. 01/31 23:20
→ ceca : 这是第一个重要交火结果. 01/31 23:20
→ ceca : 400万张看他要结算到什么价格. 01/31 23:20
选择权是OCC负责清算的。
OCC关于Failure to deliver的规定是这样的:
https://www.theocc.com/getmedia/9d3854cd-b782-450f-bcf7-33169b0576ce/occ_rules.pdf;
85页:
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.
==========================
假设礼拜一就有大量选择权 failure to deliver，买单也不必然会马上出现。