{"id":6881,"date":"2022-02-12T15:15:16","date_gmt":"2022-02-12T07:15:16","guid":{"rendered":"https:\/\/slashtraders.com\/?p=6881"},"modified":"2025-09-29T17:36:39","modified_gmt":"2025-09-29T09:36:39","slug":"vix-hedging-strategy","status":"publish","type":"post","link":"https:\/\/slashtraders.com\/cn\/blog\/vix-hedging-strategy\/","title":{"rendered":"\u8f7b\u677e\u907f\u9669\u7684VIX\u5bf9\u51b2\u4ea4\u6613\u7b56\u7565"},"content":{"rendered":"<p class=\"wp-block-paragraph translation-block\">\u6211\u4eec\u5df2\u7ecf\u77e5\u9053\u5982\u4f55\u5728<a href=\"https:\/\/slashtraders.com\/cn\/blog\/iv-rank-vs-iv-percentile\/\" target=\"_blank\" rel=\"noreferrer noopener\">\u4e0d\u540c\u7684\u76f8\u5bf9\u9690\u542b\u6ce2\u52a8\u7387<\/a>\u64cd\u4f5c\u4e0d\u540c\u7684\u9009\u62e9\u6743\u4ea4\u6613\u7b56\u7565\uff0c\u4f8b\u5982\u9ad8IV\u65f6\u5356\u9009\u62e9\u6743\u3001\u4f4eIV\u65f6\u4e70\u9009\u62e9\u6743\uff0c\u6211\u4eec\u53ef\u4ee5\u5229\u7528VIX\u6307\u6570\u66f4\u4e86\u89e3\u5e02\u573a\u5bf9\u9690\u542b\u6ce2\u52a8\u7387\u7684\u60c5\u7eea\u548c\u671f\u5f85\u3002<\/p>\n\n\n\n<p class=\"wp-block-paragraph\">\u4eca\u5929\u6211\u4eec\u8981\u5206\u4eab\u4ec0\u4e48\u662fVIX\uff0c\u8fd8\u6709\u51e0\u79cd\u4f7f\u7528VIX\u907f\u9669\u7684\u5bf9\u51b2\u6295\u8d44\u7ec4\u5408\u7684\u7b56\u7565\u3002<\/p>\n\n\n\n<h2 class=\"wp-block-heading\" id=\"\u4ec0\u9ebc\u662fvix\u6307\u6578\">\u4ec0\u4e48\u662fVIX\u6307\u6570\uff1f<\/h2>\n\n\n\n<p class=\"wp-block-paragraph\">VIX\u6307\u6570\u57281990\u5e74\u4ee3\u521d\u65f6\u521b\u7acb\uff0c\u4e3b\u8981\u662f\u8ba1\u7b97\u6807\u666eS&amp;P 500\u672a\u676530\u5929\u7684\u9690\u542b\u6ce2\u52a8\u7387(IV)\uff0c\u4e5f\u662f\u5e02\u573a\u5bf9\u80a1\u5e02\u6ce2\u52a8\u7684\u671f\u5f85\u503c\u3002<\/p>\n\n\n\n<p class=\"wp-block-paragraph translation-block\">VIX\u4f7f\u752830\u5929\u5185\u622a\u6b62\u7684SPX\u6307\u6570\u7684<a href=\"https:\/\/slashtraders.com\/cn\/blog\/options-value\/\" target=\"_blank\" rel=\"noreferrer noopener\">\u671f\u6743\u4ef7\u683c<\/a>\u8ba1\u7b97\u51fa\u5e02\u573a\u4e00\u5e74\u5185\u6ce2\u52a8\u7684\u671f\u671b\u3002\u56e0\u4e3aSPX\u662f\u5168\u7403\u5e02\u503c\u6700\u5927\u7684\u6307\u6570\uff0c\u6240\u4ee5VIX\u4e5f\u662f\u5168\u7403\u6700\u591a\u4eba\u7528\u6765\u9884\u6d4b\u5e02\u573a\u6ce2\u52a8\u7387\u7684\u6307\u6807\u3002 VIX\u7684\u6570\u636e\u53ef\u4ee5\u7528\u6765\u9884\u6d4bSPX\u63a5\u4e0b\u6765\u4e00\u5e74\u80a1\u4ef7\u6ce2\u52a8\u7684\u6807\u51c6\u5dee\u3002<\/p>\n\n\n\n<figure class=\"wp-block-image aligncenter size-large\"><img fetchpriority=\"high\" decoding=\"async\" width=\"1024\" height=\"639\" src=\"https:\/\/slashtraders.com\/wp-content\/uploads\/2022\/02\/5-year-VIX-1024x639.png\" alt=\"5 year VIX\" class=\"wp-image-6885\" srcset=\"https:\/\/slashtraders.com\/wp-content\/uploads\/2022\/02\/5-year-VIX-1024x639.png 1024w, https:\/\/slashtraders.com\/wp-content\/uploads\/2022\/02\/5-year-VIX-300x187.png 300w, https:\/\/slashtraders.com\/wp-content\/uploads\/2022\/02\/5-year-VIX-768x479.png 768w, https:\/\/slashtraders.com\/wp-content\/uploads\/2022\/02\/5-year-VIX-18x12.png 18w, https:\/\/slashtraders.com\/wp-content\/uploads\/2022\/02\/5-year-VIX.png 1486w\" sizes=\"(max-width: 1024px) 100vw, 1024px\" \/><figcaption class=\"wp-element-caption\">VIX\u6307\u6570\u8fc7\u53bb5\u5e74\u7684\u6ce2\u52a8\u57288\u548c85\u4e4b\u95f4\u6392\u5f8a\u3002<\/figcaption><\/figure>\n\n\n\n<p class=\"wp-block-paragraph\">\u57282021\/10\/21\u65f6VIX\u662f15.01\uff0c\u6240\u4ee5\u5e02\u573a\u671f\u5f8568%\u7684\u673a\u7387(\u5e38\u6001\u5206\u5e03\u4e2d+\/-1\u6807\u51c6\u5dee\u7684\u673a\u7387)\uff0c\u572812\u4e2a\u6708\u5185S&amp;P 500\u4f1a\u5728+\/-15.01%\u4e4b\u95f4\u6ce2\u52a8\u3002\u73b0\u5728SPX\u6307\u6570\u5927\u7ea64549.78\uff0c\u6240\u4ee5\u5e02\u573a\u671f\u5f85\u5728\u4e00\u5e74\u5185\u7684\u6ce2\u52a8\u8303\u56f4\u57283955.98\u548c5232.70\u4e4b\u95f4\u3002<\/p>\n\n\n\n<p class=\"wp-block-paragraph\">\u56e0\u4e3a\u5e02\u573a\u901a\u5e38\u671f\u671b\u5927\u76d8\u957f\u671f\u4f1a\u4e0a\u6da8\uff0c\u6240\u4ee5\u5f53SPX\u7a33\u5b9a\u4e0a\u5347\u65f6\uff0cVIX\u901a\u5e38\u4f1a\u4e0b\u964d\u3002\u4f46\u662f\u5f53\u80a1\u5e02\u5d29\u76d8\u65f6\uff0cVIX\u4f1a\u5927\u5e45\u4e0a\u5347\uff0c\u6240\u4ee5\u901a\u5e38\u6211\u4eec\u53c8\u79f0VIX\u4e3a\u5e02\u573a\u7684\u6050\u60e7\u6307\u6570\u3002<\/p>\n\n\n\n<p class=\"wp-block-paragraph\">\u4ece\u5f00\u59cb\u8ba1\u7b97VIX\u6307\u6570\u4ee5\u6765\uff0cVIX\u6ce2\u52a8\u7684\u8303\u56f4\u572810\u548c80\u4e4b\u95f4\uff0c\u800c\u5927\u90e8\u5206\u7684\u65f6\u95f4\u90fd\u7ef4\u6301\u572811\u523020\u7684\u533a\u95f4\u3002\u6700\u8fd15\u5e74\u5185\u7684VIX\u5e73\u5747\u503c\u662f15\u5de6\u53f3\uff0c\u800c30\u5e74\u5185\u7684\u5e73\u5747\u503c\u63a5\u8fd120\u3002<\/p>\n\n\n\n<p class=\"wp-block-paragraph\">\u57282020\u5e74\u80a1\u5e02\u5d29\u76d8\u4e4b\u524d\uff0c\u5e02\u573a\u6b63\u7ecf\u5386\u6709\u53f2\u4ee5\u6765\u6700\u4f4e\u7684\u6ce2\u52a8\u7387\uff0c\u800c1990\u5e74\u4ee3\u65f6\u6ce2\u52a8\u7387\u901a\u5e38\u6bd4\u73b0\u5728\u9ad8\u51fa\u8bb8\u591a\u3002<\/p>\n\n\n\n<p class=\"wp-block-paragraph translation-block\">VIX\u7684\u9009\u62e9\u6743\u6709\u5468\u622a\u6b62\u6216\u6708\u622a\u6b62\u7684\u4ea4\u6613\u673a\u4f1a\uff0c\u6240\u4ee5\u6211\u4eec\u53ef\u4ee5\u5728<a href=\"https:\/\/slashtraders.com\/cn\/blog\/market-volatility-hv-iv\/\" target=\"_blank\" rel=\"noreferrer noopener\">\u6ce2\u52a8\u4e0a\u5347\u6216\u840e\u7f29<\/a>\u7684\u65f6\u5019\u83b7\u5229\u3002<\/p>\n\n\n\n<p class=\"wp-block-paragraph translation-block\">\u6211\u4eec\u77e5\u9053<a href=\"https:\/\/slashtraders.com\/cn\/blog\/what-are-options\/\" target=\"_blank\" rel=\"noreferrer noopener\">\u80a1\u7968\u671f\u6743<\/a>\u5728\u7ed3\u7b97\u65f6\u53ef\u80fd\u4f1a\u6267\u884c\u80a1\u7968\u4ea4\u6613\uff0c\u4f46\u662fVIX\u9009\u62e9\u6743\u53ea\u4f1a\u7528\u73b0\u91d1\u7ed3\u7b97\u4ea4\u6613\uff0c\u6240\u4ee5\u5f53\u6211\u4eec\u6301\u6709VIX\u671f\u6743\u5230\u884c\u6743\u65e5\u53ea\u4f1a\u5f71\u54cd\u5e10\u6237\u7684\u73b0\u91d1\u4f59\u989d\uff0c\u4e0d\u4f1a\u6709\u80a1\u7968\u8f6c\u624b\u7684\u7ed3\u679c\u3002<\/p>\n\n\n\n<figure class=\"wp-block-image aligncenter size-large\"><img decoding=\"async\" width=\"1024\" height=\"532\" src=\"https:\/\/slashtraders.com\/wp-content\/uploads\/2022\/02\/vix-options-1024x532.png\" alt=\"vix options\" class=\"wp-image-6886\" srcset=\"https:\/\/slashtraders.com\/wp-content\/uploads\/2022\/02\/vix-options-1024x532.png 1024w, https:\/\/slashtraders.com\/wp-content\/uploads\/2022\/02\/vix-options-300x156.png 300w, https:\/\/slashtraders.com\/wp-content\/uploads\/2022\/02\/vix-options-768x399.png 768w, https:\/\/slashtraders.com\/wp-content\/uploads\/2022\/02\/vix-options-18x9.png 18w, https:\/\/slashtraders.com\/wp-content\/uploads\/2022\/02\/vix-options.png 1531w\" sizes=\"(max-width: 1024px) 100vw, 1024px\" \/><figcaption class=\"wp-element-caption\">VIX\u6709\u5468\u671f\u6743\u4e5f\u6709\u6708\u671f\u6743\uff0c\u800c\u4e14\u90fd\u662f\u7528\u73b0\u91d1\u7ed3\u7b97\u3002<\/figcaption><\/figure>\n\n\n\n<p class=\"wp-block-paragraph translation-block\">\u5728\u659c\u6760\u6295\u8d44\u8fbe\u4eba\uff0c\u6211\u4eec\u53ea\u6709\u5728\u4e3a\u4e86<a href=\"https:\/\/slashtraders.com\/cn\/blog\/apple-stock-overvalued-options\/\" target=\"_blank\" rel=\"noreferrer noopener\">\u4f4e\u4ef7\u8d2d\u4e70\u80a1\u7968<\/a>\u800c\u5356Cash-Secured Puts\u65f6\u624d\u4f1a\u6301\u6709\u9009\u62e9\u6743\u5408\u7ea6\u5230\u622a\u6b62\uff0c\u5426\u5219\u90fd\u4f1a\u5728\u79bb\u622a\u6b62\u65e514\u5929\u524d\u7ed3\u7b97\u671f\u6743\uff0c\u964d\u4f4e\u4ea4\u6613\u98ce\u9669\u3002<\/p>\n\n\n\n<h2 class=\"wp-block-heading\" id=\"\u6ce2\u52d5\u7387\u5c0d\u4e2d\u6027\u671f\u6b0a\u4ea4\u6613\u7684\u5f71\u97ff\">\u6ce2\u52a8\u7387\u5bf9\u4e2d\u6027\u671f\u6743\u4ea4\u6613\u7684\u5f71\u54cd<\/h2>\n\n\n\n<p class=\"wp-block-paragraph translation-block\">\u6211\u4eec\u65f6\u5e38\u542c\u5230<a href=\"https:\/\/slashtraders.com\/cn\/blog\/best-iron-condor-options\/\" target=\"_blank\" rel=\"noreferrer noopener\">\u94c1\u5140\u9e70\u4ea4\u6613\u7684\u4f18\u70b9<\/a>\uff0c\u4f8b\u5982\u9ad8\u6536\u5165\u548c\u6709\u9650\u98ce\u9669\u7b49\uff0c\u6240\u4ee5\u5f88\u591a\u4eba\u53ef\u80fd\u4f1a\u60f3\u53ea\u8981\u4e00\u76f4\u4e0d\u65ad\u5730\u4ea4\u6613\u4e2d\u6027\u9009\u62e9\u6743\u5c31\u53ef\u4ee5\u5728\u80a1\u4ef7\u4e0d\u52a8\u7684\u65f6\u5019\u83b7\u5229\u3002<\/p>\n\n\n\n<p class=\"wp-block-paragraph translation-block\">\u6211\u4eec\u53ef\u4ee5\u7528Cboe S&amp;P 500 Iron Condor\u6307\u6570(CNDR)\u6765\u6a21\u62df\u957f\u671f\u5728SPX<a href=\"https:\/\/slashtraders.com\/cn\/tools\/options-scanner\/\" target=\"_blank\" rel=\"noreferrer noopener\">\u9500\u552e30\u5929\u622a\u6b62\u94c1\u5140\u9e70\u7b56\u7565<\/a>\u7684\u83b7\u5229\u72b6\u51b5\u3002<\/p>\n\n\n\n<p class=\"wp-block-paragraph translation-block\">\u6211\u4eec\u770b\u5230<a href=\"https:\/\/www.cboe.com\/us\/indices\/dashboard\/cndr\/\" target=\"_blank\" rel=\"noreferrer noopener\">CNDR\u6307\u6570<\/a>\u4ece1986\u5e74\u4ee5\u6765\u603b\u5171\u589e\u503c690%\uff0c\u800c\u540c\u65f6\u95f4\u8d2d\u4e70S&amp;P 500\u4f1a\u83b7\u52295,500%\u3002<\/p>\n\n\n\n<p class=\"wp-block-paragraph translation-block\">\u8fd9\u8868\u793a\u76f2\u76ee\u4ea4\u6613\u94c1\u5140\u9e70\u4e0d\u662f<a href=\"https:\/\/slashtraders.com\/cn\/blog\/sp500-spy-etf-wheel-strategy\/\" target=\"_blank\" rel=\"noreferrer noopener\">\u957f\u671f\u63d0\u5347S&amp;P 500\u83b7\u5229\u7684\u6700\u4f73\u9009\u62e9\u6743\u7b56\u7565<\/a>\u3002<\/p>\n\n\n\n<p class=\"wp-block-paragraph\">\u6211\u4eec\u5982\u679c\u5c06VIX\u548cCNDR\u7684\u83b7\u5229\u6570\u636e\u505a\u5bf9\u6bd4\uff0c\u6211\u4eec\u53d1\u73b0\u5728VIX\u4ece\u9ad8\u70b9\u56de\u5f52\u5e73\u5747\u503c\u7684\u65f6\u5019CNDR\u7684\u83b7\u5229\u6700\u9ad8\u3002<\/p>\n\n\n<\/p>\n\n\n\n<figure class=\"wp-block-image aligncenter size-full\"><img decoding=\"async\" width=\"995\" height=\"316\" src=\"https:\/\/slashtraders.com\/wp-content\/uploads\/2022\/02\/cndr\u83b7\u5229vs-vix.png\" alt=\"cndr\u83b7\u5229vs vix\" class=\"wp-image-6889\" srcset=\"https:\/\/slashtraders.com\/wp-content\/uploads\/2022\/02\/cndr\u83b7\u5229vs-vix.png 995w, https:\/\/slashtraders.com\/wp-content\/uploads\/2022\/02\/cndr\u83b7\u5229vs-vix-300x95.png 300w, https:\/\/slashtraders.com\/wp-content\/uploads\/2022\/02\/cndr\u83b7\u5229vs-vix-768x244.png 768w, https:\/\/slashtraders.com\/wp-content\/uploads\/2022\/02\/cndr\u83b7\u5229vs-vix-18x6.png 18w\" sizes=\"(max-width: 995px) 100vw, 995px\" \/><figcaption class=\"wp-element-caption\">CNDR\u83b7\u5229\u901a\u5e38\u548cVIX\u4ece\u9ad8\u70b9\u56de\u5f52\u5e73\u503c\u6709\u5173\u3002<\/figcaption><\/figure>\n\n\n<p><\/p>\n\n\n\n<p class=\"wp-block-paragraph translation-block\">\u6240\u4ee5\u8981\u4ece\u94c1\u5140\u9e70Iron Condor\u548c<a href=\"https:\/\/slashtraders.com\/cn\/blog\/best-strangle-options-strategy\/\" target=\"_blank\" rel=\"noreferrer noopener\">\u52d2\u5f0fStrangles\u83b7\u5229<\/a>\uff0c\u6211\u4eec\u901a\u5e38\u5728<a href=\"https:\/\/slashtraders.com\/cn\/tools\/high-implied-volatility-stocks\/\" target=\"_blank\" rel=\"noreferrer noopener\">\u6ce2\u52a8\u7387\u66b4\u589e<\/a>\u8fc7\u540e\uff0c\u5728\u6ce2\u52a8\u56de\u5f52\u5e73\u5747\u503c\u524d\u8fdb\u573a\u3002<\/p>\n\n\n\n<h2 class=\"wp-block-heading\" id=\"\u7528vix-call-ratio-backspread\u5c0d\u6c96\u7684\u65b9\u6cd5\">VIX\u5bf9\u51b2\u7684\u8fdb\u573a\u65f6\u673a<\/h2>\n\n\n\n<p class=\"wp-block-paragraph\">\u6211\u4eec\u770b\u5230VIX\u8ddfS&amp;P 500\u6307\u6570\u7684\u662f\u8d1f\u76f8\u5173\u8054\u7684\uff0c\u5f53\u6807\u666e500\u4e0b\u8dcc\u65f6\uff0cVIX\u4f1a\u5feb\u901f\u4e0a\u5347\u3002\u5f532020\u5e74\u80a1\u707e\u65f6VIX\u4ece12\u4e0a\u6da8\u523085\uff0c\u57282009\u5e74\u65f6\u5b83\u4ece16\u66b4\u51b2\u523090\uff0c\u57281998\u5e74\u548c2009\u5e74\u65f6VIX\u90fd\u4e0a\u5347\u523049\u3002<\/p>\n\n\n\n<p class=\"wp-block-paragraph translation-block\">\u6211\u4eec\u77e5\u9053\u8fdb\u9636\u7684\u5e0c\u814a\u5b57\u6bcdvomma\u6d4b\u91cfvega\u7684\u6539\u53d8\uff0c\u800c<a href=\"https:\/\/www.cboe.com\/us\/indices\/dashboard\/vvix\/\" target=\"_blank\" rel=\"noreferrer noopener\">VVIX<\/a>\u662f\u6d4b\u91cfVIX\u6539\u53d8\u7684\u6307\u6570\uff0c\u800c\u4e14VVIX\u4f1a\u6bd4VIX\u65e9\u53cd\u6620\u5e02\u573a\u7684\u6539\u53d8\u3002\u6240\u4ee5\u6211\u4eec\u901a\u5e38\u5728VVIX\u5411\u4e0a\u8d85\u8fc7RSI 20\u7684\u65f6\u5019\uff0c\u79bb\u5f00\u8d85\u5356\u9636\u6bb5\u65f6\uff0c\u8fdb\u573aVIX\u5bf9\u51b2\u3002<\/p>\n\n\n\n<p class=\"wp-block-paragraph translation-block\">\u56de\u987e2020\/2\/18\uff0c\u5f53VIX 16\u7684\u65f6\u5019VVIX\u5411\u4e0a\u7a81\u7834\u4e86RSI 20\uff0c\u5e76\u51fa\u73b0\u4e86VIX<a href=\"https:\/\/slashtraders.com\/cn\/tools\/bull-put-spread-screener\/\" target=\"_blank\" rel=\"noreferrer noopener\">\u4e0a\u6da8\u8baf\u53f7<\/a>\u3002\u7ed3\u679c\u57282020\/2\/23\u65f6VIX\u5982\u671f\u4e0a\u6da8\u523023\u3002<\/p>\n\n\n\n<figure class=\"wp-block-image aligncenter size-full\"><a href=\"https:\/\/slashtraders.com\/cn\/pricing\/?utm_source=blog&amp;utm_medium=banner\" target=\"_blank\" rel=\"noopener\"><img loading=\"lazy\" decoding=\"async\" width=\"971\" height=\"120\" src=\"https:\/\/slashtraders.com\/wp-content\/uploads\/2022\/03\/\u659c\u6760\u6295\u8d44\u8fbe\u4eba\u4f53\u9a8c-banner-1.png\" alt=\"\u659c\u6760\u6295\u8d44\u8fbe\u4eba\u4f53\u9a8c banner\" class=\"wp-image-7387\" srcset=\"https:\/\/slashtraders.com\/wp-content\/uploads\/2022\/03\/\u659c\u6760\u6295\u8d44\u8fbe\u4eba\u4f53\u9a8c-banner-1.png 971w, https:\/\/slashtraders.com\/wp-content\/uploads\/2022\/03\/\u659c\u6760\u6295\u8d44\u8fbe\u4eba\u4f53\u9a8c-banner-1-300x37.png 300w, https:\/\/slashtraders.com\/wp-content\/uploads\/2022\/03\/\u659c\u6760\u6295\u8d44\u8fbe\u4eba\u4f53\u9a8c-banner-1-768x95.png 768w, https:\/\/slashtraders.com\/wp-content\/uploads\/2022\/03\/\u659c\u6760\u6295\u8d44\u8fbe\u4eba\u4f53\u9a8c-banner-1-18x2.png 18w\" sizes=\"(max-width: 971px) 100vw, 971px\" \/><\/a><\/figure>\n\n\n\n<h2 class=\"wp-block-heading\" id=\"\u7528vix-call-ratio-backspread\u5c0d\u6c96\u7684\u65b9\u6cd5\">\u7528VIX Call Ratio Backspread\u5bf9\u51b2\u7684\u65b9\u6cd5<\/h2>\n\n\n\n<p class=\"wp-block-paragraph translation-block\">\u5f53\u6211\u4eec\u60f3\u7528VIX\u671f\u6743\u5bf9\u51b2\u6295\u8d44\u7ec4\u5408\u65f6\uff0c\u6211\u4eec\u9700\u8981\u5728\u80a1\u5e02\u5d29\u76d8\u524d\u6216\u5e02\u573a\u671f\u5f85\u5d29\u76d8\u524d\u8fdb\u573a\uff0c\u5982\u679c\u80a1\u4ef7\u5df2\u7ecf\u53cd\u6620\u51fa\u5e02\u573a\u7684\u671f\u5f85\uff0c<a href=\"https:\/\/slashtraders.com\/cn\/blog\/zero-cost-collar\/\" target=\"_blank\" rel=\"noreferrer noopener\">\u5bf9\u51b2\u4ea4\u6613<\/a>\u5c31\u592a\u665a\u4e86\u3002<\/p>\n\n\n\n<p class=\"wp-block-paragraph\">\u4e00\u4e2a\u5e38\u89c1\u7684VIX\u671f\u6743\u5bf9\u51b2\u7b56\u7565\u662fCall Ratio Backspread\uff1a<\/p>\n\n\n\n<ul class=\"wp-block-list\">\n<li>\u53561\u4e2a\u4ef7\u5e73(ATM) Call\u5408\u7ea6\u3002<\/li>\n\n\n\n<li>\u4e702\u4e2a\u4ef7\u5916(OTM) Call\u5408\u7ea6\u3002<\/li>\n<\/ul>\n\n\n\n<p class=\"wp-block-paragraph\">\u8fd9\u4e2a\u4ea4\u6613\u4f7f\u7528\u5356\u4ef7\u5e73(ATM) Call\u7684\u6536\u5165\u6298\u62b5\u4e70Call\u7684\u8d39\u7528\uff0c\u6240\u4ee5\u4ea4\u6613\u6709\u6700\u5927\u65e0\u9650\u7684\u83b7\u5229\uff0c\u4ee5\u53ca\u6709\u9650\u7684\u6700\u5927\u4e8f\u635f\u3002<\/p>\n\n\n\n<p class=\"wp-block-paragraph\">Call Ratio Backspread\u7b56\u7565\u7684\u622a\u6b62\u65f6\u95f4\u901a\u5e38\u8bbe\u5b9a\u57283\u52304\u4e2a\u6708\u4ee5\u540e\uff0c\u624d\u80fd\u8ba9\u6211\u4eec\u6709\u8db3\u591f\u7684\u65f6\u95f4\u7b49\u5f85VIX\u81a8\u80c0\u7684\u65f6\u5019\u3002<\/p>\n\n\n\n<figure class=\"wp-block-image aligncenter size-large\"><img loading=\"lazy\" decoding=\"async\" width=\"1024\" height=\"630\" src=\"https:\/\/slashtraders.com\/wp-content\/uploads\/2022\/02\/vix-call-ratio-backspread-1024x630.png\" alt=\"vix call ratio backspread\" class=\"wp-image-6894\" srcset=\"https:\/\/slashtraders.com\/wp-content\/uploads\/2022\/02\/vix-call-ratio-backspread-1024x630.png 1024w, https:\/\/slashtraders.com\/wp-content\/uploads\/2022\/02\/vix-call-ratio-backspread-300x185.png 300w, https:\/\/slashtraders.com\/wp-content\/uploads\/2022\/02\/vix-call-ratio-backspread-768x473.png 768w, https:\/\/slashtraders.com\/wp-content\/uploads\/2022\/02\/vix-call-ratio-backspread-1536x945.png 1536w, https:\/\/slashtraders.com\/wp-content\/uploads\/2022\/02\/vix-call-ratio-backspread-18x12.png 18w, https:\/\/slashtraders.com\/wp-content\/uploads\/2022\/02\/vix-call-ratio-backspread.png 1584w\" sizes=\"(max-width: 1024px) 100vw, 1024px\" \/><figcaption class=\"wp-element-caption\">VIX\u671f\u6743Call Ratio Backspread\u7b56\u7565\u7684\u83b7\u5229\u5206\u6790\u3002<\/figcaption><\/figure>\n\n\n\n<p class=\"wp-block-paragraph\">\u8fd9\u4e2a\u4ea4\u6613\u8ba9\u6211\u4eec\u83b7\u5f97$60\u7684\u6536\u5165\u5e76\u4f7f\u7528$840\u7684\u8d2d\u4e70\u529b\uff0c\u5f53VIX\u8d85\u8d8a20\u7684\u65f6\u5019\uff0c\u6211\u4eec\u4e70\u7684Call\u9009\u62e9\u6743\u5c31\u4f1a\u5f00\u59cb\u589e\u503c\u3002<\/p>\n\n\n\n<table id=\"tablepress-29\" class=\"tablepress tablepress-id-29\">\n<thead>\n<tr class=\"row-1\">\n\t<th class=\"column-1\">VIX<\/th><th class=\"column-2\">Call Ratio Backspread\u83b7\u5229<\/th>\n<\/tr>\n<\/thead>\n<tbody class=\"row-striping row-hover\">\n<tr class=\"row-2\">\n\t<td class=\"column-1\">40<\/td><td class=\"column-2\">$1,350<\/td>\n<\/tr>\n<tr class=\"row-3\">\n\t<td class=\"column-1\">60<\/td><td class=\"column-2\">$2,800<\/td>\n<\/tr>\n<tr class=\"row-4\">\n\t<td class=\"column-1\">80<\/td><td class=\"column-2\">$4,800<\/td>\n<\/tr>\n<\/tbody>\n<\/table>\n\n\n\n\n<p class=\"wp-block-paragraph translation-block\">\u6211\u4eec\u80fd\u7528<a href=\"https:\/\/slashtraders.com\/cn\/blog\/thinkorswim-backtesting-options\/\" target=\"_blank\" rel=\"noreferrer noopener\">\u56de\u6d4b\u529f\u80fd<\/a>\u5b9e\u9a8cVIX\u9009\u62e9\u6743\u5bf9\u51b2\u6548\u76ca\uff0c\u57282020\/2\/18\u7684\u65f6\u5019\u6267\u884c8\u4e2aCall Ratio Backspread\u5408\u7ea6\u3002<\/p>\n\n\n\n<figure class=\"wp-block-image aligncenter size-large\"><img loading=\"lazy\" decoding=\"async\" width=\"1024\" height=\"573\" src=\"https:\/\/slashtraders.com\/wp-content\/uploads\/2022\/02\/8-vix-call-ratio-backspread-contracts-1024x573.png\" alt=\"8 vix call ratio backspread contracts\" class=\"wp-image-6901\" srcset=\"https:\/\/slashtraders.com\/wp-content\/uploads\/2022\/02\/8-vix-call-ratio-backspread-contracts-1024x573.png 1024w, https:\/\/slashtraders.com\/wp-content\/uploads\/2022\/02\/8-vix-call-ratio-backspread-contracts-300x168.png 300w, https:\/\/slashtraders.com\/wp-content\/uploads\/2022\/02\/8-vix-call-ratio-backspread-contracts-768x430.png 768w, https:\/\/slashtraders.com\/wp-content\/uploads\/2022\/02\/8-vix-call-ratio-backspread-contracts-18x10.png 18w, https:\/\/slashtraders.com\/wp-content\/uploads\/2022\/02\/8-vix-call-ratio-backspread-contracts.png 1280w\" sizes=\"(max-width: 1024px) 100vw, 1024px\" \/><figcaption class=\"wp-element-caption\">\u57282020\/2\/18\u4ea4\u66138\u4e2aVIX Call Ratio Backspread\u5408\u7ea6\u3002<\/figcaption><\/figure>\n\n\n\n<p class=\"wp-block-paragraph\">8\u4e2a\u57282020\/6\/17\u622a\u6b62\u7684VIX Call Ratio Backspread\u5408\u7ea6\u82b1\u8d39$4,448\u8d2d\u4e70\u529b\uff0c\u83b7\u5f97$352\u7684\u6536\u5165\u3002<\/p>\n\n\n\n<figure class=\"wp-block-image aligncenter size-large\"><img loading=\"lazy\" decoding=\"async\" width=\"1024\" height=\"89\" src=\"https:\/\/slashtraders.com\/wp-content\/uploads\/2022\/02\/vix-hedging-profit-1024x89.png\" alt=\"vix hedging profit\" class=\"wp-image-6902\" srcset=\"https:\/\/slashtraders.com\/wp-content\/uploads\/2022\/02\/vix-hedging-profit-1024x89.png 1024w, https:\/\/slashtraders.com\/wp-content\/uploads\/2022\/02\/vix-hedging-profit-300x26.png 300w, https:\/\/slashtraders.com\/wp-content\/uploads\/2022\/02\/vix-hedging-profit-768x67.png 768w, https:\/\/slashtraders.com\/wp-content\/uploads\/2022\/02\/vix-hedging-profit-18x2.png 18w, https:\/\/slashtraders.com\/wp-content\/uploads\/2022\/02\/vix-hedging-profit.png 1472w\" sizes=\"(max-width: 1024px) 100vw, 1024px\" \/><figcaption class=\"wp-element-caption\">\u5f53\u5e02\u573a\u5d29\u76d8\u540eVIX\u9009\u62e9\u6743\u5bf9\u51b2\u4ea4\u6613\u83b7\u5229$43,634\u3002<\/figcaption><\/figure>\n\n\n\n<p class=\"wp-block-paragraph\">\u5f532020\/3\/20\u5e02\u573a\u5d29\u76d8\u65f6\uff0cVIX\u9009\u62e9\u6743\u5bf9\u51b2\u7b56\u7565\u5c31\u4f1a\u83b7\u5229$43,634\u3002<\/p>\n\n\n\n<h2 class=\"wp-block-heading\" id=\"\u8cb7vix-call-spread\u7684\u5c0d\u6c96\u7b56\u7565\">\u4e70VIX Call Spread\u7684\u5bf9\u51b2\u7b56\u7565<\/h2>\n\n\n\n<p class=\"wp-block-paragraph translation-block\">\u5f53VIX 15\u6211\u4eec\u4e5f\u53ef\u4ee5\u8d2d\u4e70VIX <a href=\"https:\/\/slashtraders.com\/cn\/blog\/bear-call-spread-delta-hedge\/\" target=\"_blank\" rel=\"noreferrer noopener\">Call Spread\u5782\u76f4\u4ef7\u5dee<\/a>\uff1a<\/p>\n\n\n\n<ul class=\"wp-block-list\">\n<li>\u4e70$20\u7684Call\u3002<\/li>\n\n\n\n<li>\u5356$40\u7684Call\u3002<\/li>\n<\/ul>\n\n\n\n<p class=\"wp-block-paragraph translation-block\">\u867d\u7136\u5356$40\u7684Call\u53ef\u4ee5\u6298\u62b5<a href=\"https:\/\/slashtraders.com\/cn\/blog\/options-value\/\" target=\"_blank\" rel=\"noreferrer noopener\">\u4e70Call\u7684\u8d39\u7528<\/a>\uff0c\u4f46\u662f\u4e5f\u4f1a\u5c06\u6700\u5927\u7684\u83b7\u5229\u9650\u5236\u4f4f\uff0c\u5982\u679cVIX\u8d85\u8fc740\u6216\u4ec0\u81f3\u66b4\u51b2\u523080\u4ee5\u4e0a\uff0c\u8fd9\u4e2a\u7b56\u7565\u5c31\u4f1a\u9519\u8fc7VIX\u4e0a\u6da8\u7684\u589e\u503c\u673a\u4f1a\u3002<\/p>\n\n\n\n<p class=\"wp-block-paragraph\">\u6211\u4eec\u4e5f\u770b\u5230\u4e70Call\u5782\u76f4\u4ef7\u5dee\u7684\u6760\u6746\u6bd4Call Ratio Backspread\u4f4e\uff0c\u6240\u4ee5\u8981\u8fbe\u5230\u540c\u6837\u7684\u5bf9\u51b2\u6548\u679c\u9700\u8981\u4ea4\u6613\u66f4\u591a\u7684\u5408\u7ea6\u6570\u91cf\u3001\u82b1\u8d39\u66f4\u591a\u7684\u5408\u7ea6\u624b\u7eed\u8d39\u3002<\/p>\n\n\n\n<p class=\"wp-block-paragraph translation-block\">\u6240\u4ee5\u6211\u4eec\u4e0d\u5efa\u8bae\u7528\u4e70Call\u5782\u76f4\u4ef7\u5dee\u6765\u5bf9\u51b2\u6295\u8d44\u7ec4\u5408\uff0c\u63a5\u4e0b\u6765\u6211\u4eec\u518d\u5206\u4eab\u5982\u4f55\u7528VIX<a href=\"https:\/\/slashtraders.com\/cn\/tools\/futures-screener\/\" target=\"_blank\" rel=\"noreferrer noopener\">\u671f\u8d27<\/a>\u6267\u884c\u5bf9\u51b2\u3002<\/p>\n\n\n\n<h2 class=\"wp-block-heading\" id=\"\u4ec0\u9ebc\u662fvix\u671f\u8ca8\">\u4ec0\u4e48\u662fVIX\u671f\u8d27\uff1f<\/h2>\n\n\n\n<p class=\"wp-block-paragraph translation-block\"><a href=\"https:\/\/www.cboe.com\/tradable_products\/vix\/vix_futures\/\" target=\"_blank\" rel=\"noreferrer noopener\">VIX\u671f\u8d27(\/VX)<\/a>\u53cd\u6620\u5e02\u573a\u5bf9VIX\u672a\u6765\u4ef7\u683c\u7684\u671f\u5f85\uff0cVIX\u671f\u8d27\u7684\u540d\u4e49\u503c\u662f\u6307\u6570\u4e58\u4ee5$1000\u3002\u5f53VIX\u662f15.01\u65f6\uff0cVIX\u671f\u8d27\u4e3a18.90\uff0c\u8868\u793a\u5e02\u573a\u671f\u5f85\u672a\u6765\u7684\u6ce2\u52a8VIX\u589e\u52a0\u523018.90\u3002\u73b0\u5728\u9700\u8981\u7ea6$13,000\u7684\u8d2d\u4e70\u529b\u6765\u8d2d\u4e70\u4e00\u4e2aVIX\u671f\u8d27\u5408\u7ea6\u3002<\/p>\n\n\n\n<figure class=\"wp-block-image aligncenter size-large\"><img loading=\"lazy\" decoding=\"async\" width=\"1024\" height=\"490\" src=\"https:\/\/slashtraders.com\/wp-content\/uploads\/2022\/02\/cost-of-vix-futures-1024x490.png\" alt=\"cost of vix futures\" class=\"wp-image-6904\" srcset=\"https:\/\/slashtraders.com\/wp-content\/uploads\/2022\/02\/cost-of-vix-futures-1024x490.png 1024w, https:\/\/slashtraders.com\/wp-content\/uploads\/2022\/02\/cost-of-vix-futures-300x144.png 300w, https:\/\/slashtraders.com\/wp-content\/uploads\/2022\/02\/cost-of-vix-futures-768x368.png 768w, https:\/\/slashtraders.com\/wp-content\/uploads\/2022\/02\/cost-of-vix-futures-18x9.png 18w, https:\/\/slashtraders.com\/wp-content\/uploads\/2022\/02\/cost-of-vix-futures.png 1318w\" sizes=\"(max-width: 1024px) 100vw, 1024px\" \/><figcaption class=\"wp-element-caption\">\u73b0\u5728\u9700\u8981\u7ea6$13,000\u7684\u8d2d\u4e70\u529b\u6765\u4e70\u4e00\u4e2aVIX\u671f\u8d27\u5408\u7ea6\u3002<\/figcaption><\/figure>\n\n\n\n<p class=\"wp-block-paragraph\">VIX\u671f\u8d27\u4ea4\u6613\u901a\u5e38\u5448\u73b0\u6b63\u4ef7\u5dee(contango)\uff0c\u8868\u793a\u671f\u8d27\u4ef7\u9ad8\u4e8e\u73b0\u8d27\u4ef7\uff0c\u4ee3\u8868\u5e02\u573a\u671f\u5f85\u5728\u672a\u6765\u6ce2\u52a8\u4f1a\u589e\u52a0\u3002<\/p>\n\n\n\n<p class=\"wp-block-paragraph\">\u5728\u6781\u5c11\u7684\u72b6\u51b5\u4e0b\uff0cVIX\u671f\u8d27\u4f1a\u5448\u73b0\u9006\u4ef7\u5dee(backwardation)\uff0c\u8868\u793a\u671f\u8d27\u4ef7\u4f4e\u4e8e\u73b0\u8d27\u4ef7\uff0c\u901a\u5e38\u53ea\u6709\u5728\u80a1\u5e02\u5d29\u76d8\u4ee5\u540e\uff0c\u4f8b\u59822008\u548c2020\u5e74\u7684\u80a1\u707e\uff0c\u5f53\u6ce2\u52a8\u4ece30\u66b4\u51b2\u523080\u7684\u65f6\u5019\uff0c\u63a5\u4e0b\u6765\u5e02\u573a\u4f1a\u9884\u671f\u6ce2\u52a8\u7387\u5c06\u56de\u5f5211\u523020\u4e4b\u95f4\u7684\u5386\u53f2\u5e73\u5747\u503c\u3002<\/p>\n\n\n\n<p class=\"wp-block-paragraph translation-block\">\u4ea4\u6613VIX\u671f\u8d27\u65f6\u6211\u4eec\u4e0d\u5efa\u8bae\u5c06\u5408\u7ea6\u6301\u6709\u5230\u622a\u6b62\u65e5\uff0c\u800c\u5efa\u8bae\u50cfVIX\u671f\u6743\u4e00\u6837\u63d0\u65e9\u7ed3\u7b97\u6216\u8005<a href=\"https:\/\/slashtraders.com\/cn\/blog\/roll-options\/\" target=\"_blank\" rel=\"noreferrer noopener\">\u8f6c\u4ed3(roll)<\/a>\u5230\u672a\u6765\u7684\u5230\u671f\u65e5\u3002<\/p>\n\n\n\n<h2 class=\"wp-block-heading\" id=\"\u7528vix\u671f\u8ca8\u5c0d\u6c96\u7684\u65b9\u6cd5\">\u7528VIX\u671f\u8d27\u5bf9\u51b2\u7684\u65b9\u6cd5<\/h2>\n\n\n\n<p class=\"wp-block-paragraph\">\u5f53\u6211\u4eec\u5728VIX\u4e3a15\u7684\u65f6\u5019\u8d2d\u4e70\u4e00\u4e2a\/VX\u5408\u7ea6\uff0c\u9700\u4f7f\u7528\u7ea6$13,000\u7684\u8d2d\u4e70\u529b\uff0c\u62e5\u6709$15,000\u7684\u540d\u4e49\u503c\u3002\u5f53\u80a1\u5e02\u5927\u8dcc\u9020\u6210VIX\u4e0a\u5347\u523040\u7684\u65f6\u5019\uff0c\u6211\u4eec\u62e5\u6709\u7684\/VX\u5408\u7ea6\u4f1a\u589e\u503c\u5230$40,000\uff0c\u83b7\u5229$25,000\u3002<\/p>\n\n\n\n<p class=\"wp-block-paragraph translation-block\">\u5982\u679c\u89c9\u5f97VIX\u671f\u8d27\u592a\u8d35\uff0c\u53ef\u4ee5\u8003\u8651\u4ea4\u6613<a href=\"https:\/\/www.cboe.com\/tradable_products\/vix\/mini_vix\/\" target=\"_blank\" rel=\"noreferrer noopener\">\u5c0fVIX\u671f\u8d27(\/VXM)<\/a>\uff0c\u4ef7\u503c\u53ea\u6709VIX\u671f\u8d27\u76841\/10\u3002<\/p>\n\n\n\n<p class=\"wp-block-paragraph\">\u548cVIX\u9009\u62e9\u6743\u5bf9\u51b2\u7684\u65b9\u6cd5\u4e00\u6837\uff0c\u5f53\u6211\u4eec\u4e70\/VX\u671f\u8d27\u65f6\uff0c\u6211\u4eec\u901a\u5e38\u4e70\u81f3\u5c113\u4e2a\u6708\u540e\u622a\u6b62\u7684\u5408\u7ea6\u624d\u5bf9\u6211\u4eec\u7684\u6295\u8d44\u7ec4\u5408\u6709\u6700\u597d\u7684\u4fdd\u62a4\u3002<\/p>\n\n\n\n<h2 class=\"wp-block-heading\" id=\"\u7528\u548cvix\u76f8\u95dc\u7684\u5916\u532f\u8ca8\u5e63\u5c0d\u6c96\">\u7528\u548cVIX\u76f8\u5173\u7684\u5916\u6c47\u8d27\u5e01\u5bf9\u51b2<\/h2>\n\n\n\n<p class=\"wp-block-paragraph\">\u6211\u4eec\u7528\u4e0d\u540c\u6807\u7684\u7269\u7684\u4ef7\u5dee\u5957\u5229\u65f6\uff0c\u9700\u8981\u4e86\u89e3\u76f8\u5173\u7684\u8d44\u4ea7\u7c7b\u522b\u662f\u5426\u6b63\u76f8\u5173\u6216\u8d1f\u76f8\u5173\u3002\u5927\u90e8\u5206\u7684\u6295\u8d44\u4eba\u8ba4\u4e3a\u9ec4\u91d1\u6216\u76f8\u5173\u7684ETF (GLD)\u7684\u8d70\u52bf\u8ddf\u5e02\u573a\u662f\u76f8\u53cd\u7684\uff0c\u4e0d\u8fc7\u6211\u4eec\u8ba4\u4e3aGLD\u5e76\u6ca1\u6709\u8ddfS&amp;P 500\u6709\u5f3a\u70c8\u7684\u76f8\u5173\u6027\u3002<\/p>\n\n\n\n<p class=\"wp-block-paragraph translation-block\">\u5982\u679c\u8981\u6709\u6548\u7684\u4fdd\u62a4\u6211\u4eec\u7684\u6295\u8d44\u7ec4\u5408\uff0c\u6211\u4eec\u9700\u8981\u4e00\u4e2a\u548cS&amp;P 500\u5f3a\u76f8\u5173\u3001\u800c\u4e14\u5373\u65f6\u53cd\u5e94\u7684\u5bf9\u51b2\u65b9\u5f0f\uff0c\u4f8b\u5982AUDJPY\u7684<a href=\"https:\/\/slashtraders.com\/cn\/tools\/forex-picker\/ \" target=\"_blank\" rel=\"noreferrer noopener\">\u5916\u6c47\u8d27\u5e01<\/a>\u5bf9\u3002\u5168\u7403\u7684\u5916\u6c47\u5e02\u573a\u7684\u4ea4\u6613\u91cf\u5927\u7ea6\u662f\u5168\u7403\u6240\u6709\u80a1\u5e02\u603b\u5408\u7684\u5341\u500d\uff0c\u80fd\u591f\u8ba9\u5927\u578b\u7684\u91d1\u878d\u673a\u6784\u5728\u80a1\u5e02\u52a8\u8361\u7684\u65f6\u5019\u8f6c\u79fb\u8d44\u91d1\u3002<\/p>\n\n\n\n<p class=\"wp-block-paragraph\">\u65e5\u5e01JPY\u662f\u4e00\u4e2a\u5e38\u88ab\u91d1\u878d\u673a\u6784\u5f53\u4f5c\u907f\u98ce\u6e2f\u7684\u8d27\u5e01\uff0c\u7ecf\u5e38\u5728\u80a1\u5e02\u5d29\u76d8\u65f6\u88ab\u5927\u91cf\u4e70\u8fdb\u907f\u9669\u3002\u6fb3\u5e01AUD\u88ab\u8d44\u6e90\u4e30\u5bcc\u7684\u77ff\u4e1a\u5927\u56fd\u652f\u6491\u7740\uff0c\u5728\u5168\u7403\u7ecf\u6d4e\u84ec\u52c3\u65f6\u9700\u6c42\u5f3a\u52b2\uff0c\u4f46\u5728\u7ecf\u6d4e\u8870\u9000\u65f6\u88ab\u553e\u5f03\u3002<\/p>\n\n\n\n<p class=\"wp-block-paragraph translation-block\">AUD\/JPY\u7684\u8d27\u5e01\u5bf9\u53ca\u65f6\u53cd\u6620\u4e24\u56fd\u8d27\u5e01\u7684\u76f8\u5bf9\u5174\u8870\uff0c\u5f53\u80a1\u5e02\u5d29\u76d8\u65f6\u4f1a\u5bf9AUD\/JPY\u9020\u6210\u957f\u5468\u671f\u7684\u9ad8\u4f4e\u8d77\u4f0f\u3002\u4f8b\u5982\u57282020\/1\/20\u80a1\u707e\u524d\uff0cAUD\/JPY\u8d27\u5e01\u5bf9\u572875.50\u51fa\u73b0\u4e86\u4e00\u4e2a<a href=\"https:\/\/slashtraders.com\/cn\/tools\/bear-call-spread-screener\/\" target=\"_blank\" rel=\"noreferrer noopener\">\u4e0b\u8dcc\u8baf\u53f7<\/a>\uff0c\u52302020\/3\/20\u80a1\u707e\u540e\u5df2\u8dcc\u523060\uff0c\u5927\u7ea61550\u70b9\u3002<\/p>\n\n\n\n<figure class=\"wp-block-image aligncenter size-large\"><img loading=\"lazy\" decoding=\"async\" width=\"1024\" height=\"576\" src=\"https:\/\/slashtraders.com\/wp-content\/uploads\/2022\/02\/aud-jpy-chart-1550-pips-drop-1024x576.png\" alt=\"aud-jpy chart 1550 pips drop\" class=\"wp-image-6909\" srcset=\"https:\/\/slashtraders.com\/wp-content\/uploads\/2022\/02\/aud-jpy-chart-1550-pips-drop-1024x576.png 1024w, https:\/\/slashtraders.com\/wp-content\/uploads\/2022\/02\/aud-jpy-chart-1550-pips-drop-300x169.png 300w, https:\/\/slashtraders.com\/wp-content\/uploads\/2022\/02\/aud-jpy-chart-1550-pips-drop-768x432.png 768w, https:\/\/slashtraders.com\/wp-content\/uploads\/2022\/02\/aud-jpy-chart-1550-pips-drop-18x10.png 18w, https:\/\/slashtraders.com\/wp-content\/uploads\/2022\/02\/aud-jpy-chart-1550-pips-drop.png 1280w\" sizes=\"(max-width: 1024px) 100vw, 1024px\" \/><figcaption class=\"wp-element-caption\">AUD\/JPY\u8d27\u5e01\u5bf9\u57282020\u5e74\u80a1\u707e\u65f6\u57283\u4e2a\u6708\u5185\u4e0b\u8dcc\u4e861550\u70b9\u3002<\/figcaption><\/figure>\n\n\n\n<p class=\"wp-block-paragraph translation-block\">\u6211\u4eec\u53ef\u4ee5\u7528$8000\u7684\u8d2d\u4e70\u529b\u57282020\/1\/20\u7a7aAUD\/JPY\uff0c\u75281%($80\u6216AUD 120)\u6765\u5bf9\u51b2\u6211\u4eec\u7684<a href=\"https:\/\/slashtraders.com\/cn\/performance\/positions\/\" target=\"_blank\" rel=\"noreferrer noopener\">\u6295\u8d44\u7ec4\u5408<\/a>\u3002\u5982\u679c\u52302020\/3\/20\u65f6\u6211\u4eec\u7684\u4ea4\u6613\u4eab\u53d7\u52301550\u70b9\u768480%\uff0c\u7ea61240\u70b9\uff0c\u7a7aAUD\/JPY\u7684\u4ea4\u6613\u5c06\u83b7\u5229$80 x 1240 = $99,200\u3002<\/p>\n\n\n\n<p class=\"wp-block-paragraph\">\u5982\u679c\u6211\u4eec\u75283%\u7684\u8d2d\u4e70\u529b\u4ea4\u6613\uff0c\u7a7aAUD\/JPY\u5c06\u57282020\/3\/20\u65f6\u83b7\u5229$297,600\u3002<\/p>\n\n\n\n<p class=\"wp-block-paragraph\">\u7528AUD\/JPY\u8d27\u5e01\u5bf9\u6765\u5bf9\u51b2\u4e0d\u4f46\u80fd\u5728\u5e02\u573a\u4e0b\u8dcc\u65f6\u5927\u8d5a\uff0c\u8fd9\u4e2a\u4ea4\u6613\u4e5f\u80fd\u53ca\u65f6\u5bf9S&amp;P 500\u7684\u53d8\u5316\u505a\u53cd\u5e94\uff0c\u800c\u4e14\u4e5f\u5bf9\u8fdb\u573a\u7684\u65f6\u95f4\u4e5f\u4e0d\u9700\u8981\u50cfVIX\u9009\u62e9\u6743\u4e00\u6837\u7cbe\u51c6\u3002<\/p>\n\n\n\n<p class=\"wp-block-paragraph translation-block\">\u867d\u7136<a href=\"https:\/\/slashtraders.com\/cn\/blog\/delta-hedging-strategy\/\" target=\"_blank\" rel=\"noreferrer noopener\">delta\u5bf9\u51b2\u7b56\u7565\u53ef\u4ee5\u8f7b\u677e\u7684\u4fdd\u62a4\u6295\u8d44<\/a>\uff0c\u4e5f\u4e0d\u9700\u8981\u592a\u82b1\u5fc3\u601d\u8c03\u6574\uff0c\u4f46\u6709\u51e0\u4e2a\u7f3a\u70b9\u9020\u6210\u6bd4VIX\u5bf9\u51b2\u65b9\u5f0f\u7684\u6210\u672c\u8fd8\u8981\u6602\u8d35\uff1a<\/p>\n\n\n\n<ul class=\"wp-block-list\">\n<li>Theta\u4f1a\u9020\u6210delta\u5bf9\u51b2\u7684\u671f\u6743\u8d2c\u503c\u3002<\/li>\n\n\n\n<li class=\"translation-block\">\u5982\u679c\u80a1\u4ef7\u6301\u5e73\uff0cdelta\u5bf9\u51b2\u7b56\u7565\u5c31\u4e0d\u80fd<a href=\"https:\/\/slashtraders.com\/cn\/blog\/option-greeks\/\" target=\"_blank\" rel=\"noreferrer noopener\">\u7528gamma\u6765\u62b5\u9500theta\u7684\u8d2c\u503c<\/a>\uff0c\u9020\u6210\u6211\u4eec\u7684Put\u5728\u622a\u6b62\u65f6\u5f52\u96f6\u3002<\/li>\n<\/ul>\n\n\n\n<p class=\"wp-block-paragraph\">\u6240\u4ee5\u53ea\u6709\u5728\u5e02\u573a\u88ab\u4e25\u91cd\u9ad8\u4f30\u7684\u65f6\u5019\u624d\u4f1a\u8003\u8651delta\u5bf9\u51b2\u7b56\u7565\u3002<\/p>\n\n\n\n<p class=\"wp-block-paragraph\">\u867d\u7136VIX\u7684\u5bf9\u51b2\u7b56\u7565\u6bd4\u8f83\u4fbf\u5b9c\uff0c\u4f46\u662f\u8fdb\u573a\u7684\u65f6\u673a\u9700\u8981\u975e\u5e38\u7cbe\u51c6\u624d\u80fd\u83b7\u5229\uff0c\u6240\u4ee5\u53cd\u800c\u8f83\u96be\u6267\u884c\u3002<\/p>\n\n\n\n<p class=\"has-ast-global-color-4-background-color has-background wp-block-paragraph\"><a href=\"https:\/\/slashtraders.com\/cn\/blog\/slashtraders-vs-sp500\/\" target=\"_blank\" rel=\"noreferrer noopener\">\u5f00\u7bb1\u659c\u6760\u6295\u8d44\u8fbe\u4eba\u51fb\u8d25\u6807\u666e500\u6307\u6570450%\u7684\u5b8c\u6574\u4ea4\u6613\u7b56\u7565<\/a><\/p>","protected":false},"excerpt":{"rendered":"<p>\u5229\u7528VIX\u6307\u6570\u66f4\u4e86\u89e3\u5e02\u573a\u5bf9\u9690\u542b\u6ce2\u52a8\u7387\u7684\u60c5\u7eea\u548c\u671f\u5f85\uff0c\u8fd8\u6709\u51e0\u79cd\u4f7f\u7528VIX\u907f\u9669\u7684\u5bf9\u51b2\u6295\u8d44\u7ec4\u5408\u7684\u7b56\u7565\u3002<\/p>","protected":false},"author":1,"featured_media":6882,"comment_status":"open","ping_status":"open","sticky":false,"template":"","format":"standard","meta":{"site-sidebar-layout":"default","site-content-layout":"plain-container","ast-site-content-layout":"normal-width-container","site-content-style":"unboxed","site-sidebar-style":"unboxed","ast-global-header-display":"","ast-banner-title-visibility":"","ast-main-header-display":"","ast-hfb-above-header-display":"","ast-hfb-below-header-display":"","ast-hfb-mobile-header-display":"","site-post-title":"","ast-breadcrumbs-content":"","ast-featured-img":"","footer-sml-layout":"","ast-disable-related-posts":"","theme-transparent-header-meta":"default","adv-header-id-meta":"","stick-header-meta":"","header-above-stick-meta":"","header-main-stick-meta":"","header-below-stick-meta":"","astra-migrate-meta-layouts":"set","ast-page-background-enabled":"default","ast-page-background-meta":{"desktop":{"background-color":"","background-image":"","background-repeat":"repeat","background-position":"center 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center","background-size":"auto","background-attachment":"scroll","background-type":"","background-media":"","overlay-type":"","overlay-color":"","overlay-opacity":"","overlay-gradient":""}},"footnotes":"","_wp_rev_ctl_limit":"5"},"categories":[3],"tags":[56,12,64,47,14,21,11],"class_list":["post-6881","post","type-post","status-publish","format-standard","has-post-thumbnail","hentry","category-blog","tag-cn","tag-en","tag-es","tag-gld","tag-options","tag-spy","tag-tw"],"_links":{"self":[{"href":"https:\/\/slashtraders.com\/cn\/wp-json\/wp\/v2\/posts\/6881","targetHints":{"allow":["GET"]}}],"collection":[{"href":"https:\/\/slashtraders.com\/cn\/wp-json\/wp\/v2\/posts"}],"about":[{"href":"https:\/\/slashtraders.com\/cn\/wp-json\/wp\/v2\/types\/post"}],"author":[{"embeddable":true,"href":"https:\/\/slashtraders.com\/cn\/wp-json\/wp\/v2\/users\/1"}],"replies":[{"embeddable":true,"href":"https:\/\/slashtraders.com\/cn\/wp-json\/wp\/v2\/comments?post=6881"}],"version-history":[{"count":4,"href":"https:\/\/slashtraders.com\/cn\/wp-json\/wp\/v2\/posts\/6881\/revisions"}],"predecessor-version":[{"id":13926,"href":"https:\/\/slashtraders.com\/cn\/wp-json\/wp\/v2\/posts\/6881\/revisions\/13926"}],"wp:featuredmedia":[{"embeddable":true,"href":"https:\/\/slashtraders.com\/cn\/wp-json\/wp\/v2\/media\/6882"}],"wp:attachment":[{"href":"https:\/\/slashtraders.com\/cn\/wp-json\/wp\/v2\/media?parent=6881"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/slashtraders.com\/cn\/wp-json\/wp\/v2\/categories?post=6881"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/slashtraders.com\/cn\/wp-json\/wp\/v2\/tags?post=6881"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}