First, the risk of price difference.
Second, the risk of deep virtual option trading. Although the deep imaginary option is cheap, if you buy it in large quantities, if the option expires, the price of the purchased deep imaginary option may be greatly reduced.
Third, the option liquidity risk. Among the options, the liquidity of deep virtual and deep real options is often poor.
Fourth, look at the risk of losing money. For options, in addition to the trend of the underlying futures, there are also volatility and expiration time, so there may be cases where investors look at the right direction and the options lose money.
legal ground
Article 27 of the Regulations on the Administration of Futures Trading stipulates that a futures exchange shall promptly announce the trading volume, trading price, positions, the highest and lowest prices, opening and closing prices and other real-time quotes that should be announced, and ensure the truthfulness and accuracy of the real-time quotes. The futures exchange shall not publish price forecast information. Without the permission of the futures exchange, no unit or individual may publish the real-time quotation of futures trading.