{
    "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\/tw\/blog\/vix-hedging-strategy\/",
    "title": {
        "rendered": "\u8f15\u9b06\u907f\u96aa\u7684VIX\u5c0d\u6c96\u4ea4\u6613\u7b56\u7565"
    },
    "content": {
        "rendered": "<p class=\"wp-block-paragraph\">\u6211\u5011\u5df2\u7d93\u77e5\u9053\u5982\u4f55\u5728<a href=\"https:\/\/slashtraders.com\/tw\/blog\/iv-rank-vs-iv-percentile\/\" target=\"_blank\" rel=\"noreferrer noopener\">\u4e0d\u540c\u7684\u76f8\u5c0d\u96b1\u542b\u6ce2\u52d5\u7387<\/a>\u64cd\u4f5c\u4e0d\u540c\u7684\u9078\u64c7\u6b0a\u4ea4\u6613\u7b56\u7565\uff0c\u4f8b\u5982\u9ad8IV\u6642\u8ce3\u9078\u64c7\u6b0a\u3001\u4f4eIV\u6642\u8cb7\u9078\u64c7\u6b0a\uff0c\u6211\u5011\u53ef\u4ee5\u5229\u7528VIX\u6307\u6578\u66f4\u4e86\u89e3\u5e02\u5834\u5c0d\u96b1\u542b\u6ce2\u52d5\u7387\u7684\u60c5\u7dd2\u548c\u671f\u5f85\u3002<\/p>\n\n\n\n<p class=\"wp-block-paragraph\">\u4eca\u5929\u6211\u5011\u8981\u5206\u4eab\u4ec0\u9ebc\u662fVIX\uff0c\u9084\u6709\u5e7e\u7a2e\u4f7f\u7528VIX\u907f\u96aa\u7684\u5c0d\u6c96\u6295\u8cc7\u7d44\u5408\u7684\u7b56\u7565\u3002<\/p>\n\n\n\n<h2 class=\"wp-block-heading\" id=\"\u4ec0\u9ebc\u662fvix\u6307\u6578\">\u4ec0\u9ebc\u662fVIX\u6307\u6578\uff1f<\/h2>\n\n\n\n<p class=\"wp-block-paragraph\">VIX\u6307\u6578\u57281990\u5e74\u4ee3\u521d\u6642\u5275\u7acb\uff0c\u4e3b\u8981\u662f\u8a08\u7b97\u6a19\u666eS&amp;P 500\u672a\u4f8630\u5929\u7684\u96b1\u542b\u6ce2\u52d5\u7387(IV)\uff0c\u4e5f\u662f\u5e02\u5834\u5c0d\u80a1\u5e02\u6ce2\u52d5\u7684\u671f\u5f85\u503c\u3002<\/p>\n\n\n\n<p class=\"wp-block-paragraph\">VIX\u4f7f\u752830\u5929\u5167\u622a\u6b62\u7684SPX\u6307\u6578\u7684<a href=\"https:\/\/slashtraders.com\/tw\/blog\/options-value\/\" target=\"_blank\" rel=\"noreferrer noopener\">\u671f\u6b0a\u50f9\u683c<\/a>\u8a08\u7b97\u51fa\u5e02\u5834\u4e00\u5e74\u5167\u6ce2\u52d5\u7684\u671f\u671b\u3002\u56e0\u70baSPX\u662f\u5168\u7403\u5e02\u503c\u6700\u5927\u7684\u6307\u6578\uff0c\u6240\u4ee5VIX\u4e5f\u662f\u5168\u7403\u6700\u591a\u4eba\u7528\u4f86\u9810\u6e2c\u5e02\u5834\u6ce2\u52d5\u7387\u7684\u6307\u6a19\u3002VIX\u7684\u6578\u64da\u53ef\u4ee5\u7528\u4f86\u9810\u6e2cSPX\u63a5\u4e0b\u4f86\u4e00\u5e74\u80a1\u50f9\u6ce2\u52d5\u7684\u6a19\u6e96\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\u6578\u904e\u53bb5\u5e74\u7684\u6ce2\u52d5\u57288\u548c85\u4e4b\u9593\u6392\u5f8a\u3002<\/figcaption><\/figure>\n\n\n\n<p class=\"wp-block-paragraph\">\u57282021\/10\/21\u6642VIX\u662f15.01\uff0c\u6240\u4ee5\u5e02\u5834\u671f\u5f8568%\u7684\u6a5f\u7387(\u5e38\u614b\u5206\u5e03\u4e2d+\/-1\u6a19\u6e96\u5dee\u7684\u6a5f\u7387)\uff0c\u572812\u500b\u6708\u5167S&amp;P 500\u6703\u5728+\/-15.01%\u4e4b\u9593\u6ce2\u52d5\u3002\u73fe\u5728SPX\u6307\u6578\u5927\u7d044549.78\uff0c\u6240\u4ee5\u5e02\u5834\u671f\u5f85\u5728\u4e00\u5e74\u5167\u7684\u6ce2\u52d5\u7bc4\u570d\u57283955.98\u548c5232.70\u4e4b\u9593\u3002<\/p>\n\n\n\n<p class=\"wp-block-paragraph\">\u56e0\u70ba\u5e02\u5834\u901a\u5e38\u671f\u671b\u5927\u76e4\u9577\u671f\u6703\u4e0a\u6f32\uff0c\u6240\u4ee5\u7576SPX\u7a69\u5b9a\u4e0a\u5347\u6642\uff0cVIX\u901a\u5e38\u6703\u4e0b\u964d\u3002\u4f46\u662f\u7576\u80a1\u5e02\u5d29\u76e4\u6642\uff0cVIX\u6703\u5927\u5e45\u4e0a\u5347\uff0c\u6240\u4ee5\u901a\u5e38\u6211\u5011\u53c8\u7a31VIX\u70ba\u5e02\u5834\u7684\u6050\u61fc\u6307\u6578\u3002<\/p>\n\n\n\n<p class=\"wp-block-paragraph\">\u5f9e\u958b\u59cb\u8a08\u7b97VIX\u6307\u6578\u4ee5\u4f86\uff0cVIX\u6ce2\u52d5\u7684\u7bc4\u570d\u572810\u548c80\u4e4b\u9593\uff0c\u800c\u5927\u90e8\u5206\u7684\u6642\u9593\u90fd\u7dad\u6301\u572811\u523020\u7684\u5340\u9593\u3002\u6700\u8fd15\u5e74\u5167\u7684VIX\u5e73\u5747\u503c\u662f15\u5de6\u53f3\uff0c\u800c30\u5e74\u5167\u7684\u5e73\u5747\u503c\u63a5\u8fd120\u3002<\/p>\n\n\n\n<p class=\"wp-block-paragraph\">\u57282020\u5e74\u80a1\u5e02\u5d29\u76e4\u4e4b\u524d\uff0c\u5e02\u5834\u6b63\u7d93\u6b77\u6709\u53f2\u4ee5\u4f86\u6700\u4f4e\u7684\u6ce2\u52d5\u7387\uff0c\u800c1990\u5e74\u4ee3\u6642\u6ce2\u52d5\u7387\u901a\u5e38\u6bd4\u73fe\u5728\u9ad8\u51fa\u8a31\u591a\u3002<\/p>\n\n\n\n<p class=\"wp-block-paragraph\">VIX\u7684\u9078\u64c7\u6b0a\u6709\u5468\u622a\u6b62\u6216\u6708\u622a\u6b62\u7684\u4ea4\u6613\u6a5f\u6703\uff0c\u6240\u4ee5\u6211\u5011\u53ef\u4ee5\u5728<a href=\"https:\/\/slashtraders.com\/tw\/blog\/market-volatility-hv-iv\/\" target=\"_blank\" rel=\"noreferrer noopener\">\u6ce2\u52d5\u4e0a\u5347\u6216\u840e\u7e2e<\/a>\u7684\u6642\u5019\u7372\u5229\u3002<\/p>\n\n\n\n<p class=\"wp-block-paragraph\">\u6211\u5011\u77e5\u9053<a href=\"https:\/\/slashtraders.com\/tw\/blog\/what-are-options\/\" target=\"_blank\" rel=\"noreferrer noopener\">\u80a1\u7968\u671f\u6b0a<\/a>\u5728\u7d50\u7b97\u6642\u53ef\u80fd\u6703\u57f7\u884c\u80a1\u7968\u4ea4\u6613\uff0c\u4f46\u662fVIX\u9078\u64c7\u6b0a\u53ea\u6703\u7528\u73fe\u91d1\u7d50\u7b97\u4ea4\u6613\uff0c\u6240\u4ee5\u7576\u6211\u5011\u6301\u6709VIX\u671f\u6b0a\u5230\u622a\u6b62\u65e5\u53ea\u6703\u5f71\u97ff\u5e33\u6236\u7684\u73fe\u91d1\u9918\u984d\uff0c\u4e0d\u6703\u6709\u80a1\u7968\u8f49\u624b\u7684\u7d50\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\u6b0a\u4e5f\u6709\u6708\u671f\u6b0a\uff0c\u800c\u4e14\u90fd\u662f\u7528\u73fe\u91d1\u7d50\u7b97\u3002<\/figcaption><\/figure>\n\n\n\n<p class=\"wp-block-paragraph\">\u5728\u659c\u69d3\u6295\u8cc7\u9054\u4eba\uff0c\u6211\u5011\u53ea\u6709\u5728\u70ba\u4e86<a href=\"https:\/\/slashtraders.com\/tw\/blog\/apple-stock-overvalued-options\/\" target=\"_blank\" rel=\"noreferrer noopener\">\u4f4e\u50f9\u8cfc\u8cb7\u80a1\u7968<\/a>\u800c\u8ce3Cash-Secured Puts\u6642\u624d\u6703\u6301\u6709\u9078\u64c7\u6b0a\u5408\u7d04\u5230\u622a\u6b62\uff0c\u5426\u5247\u90fd\u6703\u5728\u96e2\u622a\u6b62\u65e514\u5929\u524d\u7d50\u7b97\u671f\u6b0a\uff0c\u964d\u4f4e\u4ea4\u6613\u98a8\u96aa\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\u52d5\u7387\u5c0d\u4e2d\u6027\u671f\u6b0a\u4ea4\u6613\u7684\u5f71\u97ff<\/h2>\n\n\n\n<p class=\"wp-block-paragraph\">\u6211\u5011\u6642\u5e38\u807d\u5230<a href=\"https:\/\/slashtraders.com\/tw\/blog\/best-iron-condor-options\/\" target=\"_blank\" rel=\"noreferrer noopener\">\u9435\u5140\u9df9\u4ea4\u6613\u7684\u512a\u9ede<\/a>\uff0c\u4f8b\u5982\u9ad8\u6536\u5165\u548c\u6709\u9650\u98a8\u96aa\u7b49\uff0c\u6240\u4ee5\u5f88\u591a\u4eba\u53ef\u80fd\u6703\u60f3\u53ea\u8981\u4e00\u76f4\u4e0d\u65b7\u5730\u4ea4\u6613\u4e2d\u6027\u9078\u64c7\u6b0a\u5c31\u53ef\u4ee5\u5728\u80a1\u50f9\u4e0d\u52d5\u7684\u6642\u5019\u7372\u5229\u3002<\/p>\n\n\n\n<p class=\"wp-block-paragraph\">\u6211\u5011\u53ef\u4ee5\u7528Cboe S&amp;P 500 Iron Condor\u6307\u6578(CNDR)\u4f86\u6a21\u64ec\u9577\u671f\u5728SPX<a href=\"https:\/\/slashtraders.com\/tw\/tools\/options-scanner\/\" target=\"_blank\" rel=\"noreferrer noopener\">\u92b7\u552e30\u5929\u622a\u6b62\u9435\u5140\u9df9\u7b56\u7565<\/a>\u7684\u7372\u5229\u72c0\u6cc1\u3002<\/p>\n\n\n\n<p class=\"wp-block-paragraph\">\u6211\u5011\u770b\u5230<a href=\"https:\/\/www.cboe.com\/us\/indices\/dashboard\/cndr\/\" target=\"_blank\" rel=\"noreferrer noopener\">CNDR\u6307\u6578<\/a>\u5f9e1986\u5e74\u4ee5\u4f86\u7e3d\u5171\u589e\u503c690%\uff0c\u800c\u540c\u6642\u9593\u8cfc\u8cb7S&amp;P 500\u6703\u7372\u52295,500%\u3002<\/p>\n\n\n\n<p class=\"wp-block-paragraph\">\u9019\u8868\u793a\u76f2\u76ee\u4ea4\u6613\u9435\u5140\u9df9\u4e0d\u662f<a href=\"https:\/\/slashtraders.com\/tw\/blog\/sp500-spy-etf-wheel-strategy\/\" target=\"_blank\" rel=\"noreferrer noopener\">\u9577\u671f\u63d0\u5347S&amp;P 500\u7372\u5229\u7684\u6700\u4f73\u9078\u64c7\u6b0a\u7b56\u7565<\/a>\u3002<\/p>\n\n\n\n<p class=\"wp-block-paragraph\">\u6211\u5011\u5982\u679c\u5c07VIX\u548cCNDR\u7684\u7372\u5229\u6578\u64da\u505a\u5c0d\u6bd4\uff0c\u6211\u5011\u767c\u73fe\u5728VIX\u5f9e\u9ad8\u9ede\u56de\u6b78\u5e73\u5747\u503c\u7684\u6642\u5019CNDR\u7684\u7372\u5229\u6700\u9ad8\u3002<\/p>\n\n\n\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\u7372\u5229vs-vix.png\" alt=\"cndr\u7372\u5229vs vix\" class=\"wp-image-6888\" srcset=\"https:\/\/slashtraders.com\/wp-content\/uploads\/2022\/02\/cndr\u7372\u5229vs-vix.png 995w, https:\/\/slashtraders.com\/wp-content\/uploads\/2022\/02\/cndr\u7372\u5229vs-vix-300x95.png 300w, https:\/\/slashtraders.com\/wp-content\/uploads\/2022\/02\/cndr\u7372\u5229vs-vix-768x244.png 768w, https:\/\/slashtraders.com\/wp-content\/uploads\/2022\/02\/cndr\u7372\u5229vs-vix-18x6.png 18w\" sizes=\"(max-width: 995px) 100vw, 995px\" \/><figcaption class=\"wp-element-caption\">CNDR\u7372\u5229\u901a\u5e38\u548cVIX\u5f9e\u9ad8\u9ede\u56de\u6b78\u5e73\u503c\u6709\u95dc\u3002<\/figcaption><\/figure>\n\n\n<p><\/p>\n\n\n\n<p class=\"wp-block-paragraph\">\u6240\u4ee5\u8981\u5f9e\u9435\u5140\u9df9Iron Condor\u548c<a href=\"https:\/\/slashtraders.com\/tw\/blog\/best-strangle-options-strategy\/\" target=\"_blank\" rel=\"noreferrer noopener\">\u52d2\u5f0fStrangles\u7372\u5229<\/a>\uff0c\u6211\u5011\u901a\u5e38\u5728<a href=\"https:\/\/slashtraders.com\/tw\/tools\/high-implied-volatility-stocks\/\" target=\"_blank\" rel=\"noreferrer noopener\">\u6ce2\u52d5\u7387\u66b4\u589e<\/a>\u904e\u5f8c\uff0c\u5728\u6ce2\u52d5\u56de\u6b78\u5e73\u5747\u503c\u524d\u9032\u5834\u3002<\/p>\n\n\n\n<h2 class=\"wp-block-heading\" id=\"\u7528vix-call-ratio-backspread\u5c0d\u6c96\u7684\u65b9\u6cd5\">VIX\u5c0d\u6c96\u7684\u9032\u5834\u6642\u6a5f<\/h2>\n\n\n\n<p class=\"wp-block-paragraph\">\u6211\u5011\u770b\u5230VIX\u8ddfS&amp;P 500\u6307\u6578\u7684\u662f\u8ca0\u76f8\u95dc\u806f\u7684\uff0c\u7576\u6a19\u666e500\u4e0b\u8dcc\u6642\uff0cVIX\u6703\u5feb\u901f\u4e0a\u5347\u3002\u75762020\u5e74\u80a1\u707d\u6642VIX\u5f9e12\u4e0a\u6f32\u523085\uff0c\u57282009\u5e74\u6642\u5b83\u5f9e16\u66b4\u885d\u523090\uff0c\u57281998\u5e74\u548c2009\u5e74\u6642VIX\u90fd\u4e0a\u5347\u523049\u3002<\/p>\n\n\n\n<p class=\"wp-block-paragraph\">\u6211\u5011\u77e5\u9053\u9032\u968e\u7684\u5e0c\u81d8\u5b57\u6bcdvomma\u6e2c\u91cfvega\u7684\u6539\u8b8a\uff0c\u800c<a href=\"https:\/\/www.cboe.com\/us\/indices\/dashboard\/vvix\/\" target=\"_blank\" rel=\"noreferrer noopener\">VVIX<\/a>\u662f\u6e2c\u91cfVIX\u6539\u8b8a\u7684\u6307\u6578\uff0c\u800c\u4e14VVIX\u6703\u6bd4VIX\u65e9\u53cd\u6620\u5e02\u5834\u7684\u6539\u8b8a\u3002\u6240\u4ee5\u6211\u5011\u901a\u5e38\u5728VVIX\u5411\u4e0a\u8d85\u904eRSI 20\u7684\u6642\u5019\uff0c\u96e2\u958b\u8d85\u8ce3\u968e\u6bb5\u6642\uff0c\u9032\u5834VIX\u5c0d\u6c96\u3002<\/p>\n\n\n\n<p class=\"wp-block-paragraph\">\u56de\u98672020\/2\/18\uff0c\u7576VIX 16\u7684\u6642\u5019VVIX\u5411\u4e0a\u7a81\u7834\u4e86RSI 20\uff0c\u4e26\u51fa\u73fe\u4e86VIX<a href=\"https:\/\/slashtraders.com\/tw\/tools\/bull-put-spread-screener\/\" target=\"_blank\" rel=\"noreferrer noopener\">\u4e0a\u6f32\u8a0a\u865f<\/a>\u3002\u7d50\u679c\u57282020\/2\/23\u6642VIX\u5982\u671f\u4e0a\u6f32\u523023\u3002<\/p>\n\n\n\n<figure class=\"wp-block-image aligncenter size-full\"><a href=\"https:\/\/slashtraders.com\/tw\/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\u69d3\u6295\u8cc7\u9054\u4eba\u9ad4\u9a57-banner-1.png\" alt=\"\u659c\u69d3\u6295\u8cc7\u9054\u4eba\u9ad4\u9a57 banner\" class=\"wp-image-7387\" srcset=\"https:\/\/slashtraders.com\/wp-content\/uploads\/2022\/03\/\u659c\u69d3\u6295\u8cc7\u9054\u4eba\u9ad4\u9a57-banner-1.png 971w, https:\/\/slashtraders.com\/wp-content\/uploads\/2022\/03\/\u659c\u69d3\u6295\u8cc7\u9054\u4eba\u9ad4\u9a57-banner-1-300x37.png 300w, https:\/\/slashtraders.com\/wp-content\/uploads\/2022\/03\/\u659c\u69d3\u6295\u8cc7\u9054\u4eba\u9ad4\u9a57-banner-1-768x95.png 768w, https:\/\/slashtraders.com\/wp-content\/uploads\/2022\/03\/\u659c\u69d3\u6295\u8cc7\u9054\u4eba\u9ad4\u9a57-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\u5c0d\u6c96\u7684\u65b9\u6cd5<\/h2>\n\n\n\n<p class=\"wp-block-paragraph\">\u7576\u6211\u5011\u60f3\u7528VIX\u671f\u6b0a\u5c0d\u6c96\u6295\u8cc7\u7d44\u5408\u6642\uff0c\u6211\u5011\u9700\u8981\u5728\u80a1\u5e02\u5d29\u76e4\u524d\u6216\u5e02\u5834\u671f\u5f85\u5d29\u76e4\u524d\u9032\u5834\uff0c\u5982\u679c\u80a1\u50f9\u5df2\u7d93\u53cd\u6620\u51fa\u5e02\u5834\u7684\u671f\u5f85\uff0c<a href=\"https:\/\/slashtraders.com\/tw\/blog\/zero-cost-collar\/\" target=\"_blank\" rel=\"noreferrer noopener\">\u5c0d\u6c96\u4ea4\u6613<\/a>\u5c31\u592a\u665a\u4e86\u3002<\/p>\n\n\n\n<p class=\"wp-block-paragraph\">\u4e00\u500b\u5e38\u898b\u7684VIX\u671f\u6b0a\u5c0d\u6c96\u7b56\u7565\u662fCall Ratio Backspread\uff1a<\/p>\n\n\n\n<ul class=\"wp-block-list\">\n<li>\u8ce31\u500b\u50f9\u5e73(ATM) Call\u5408\u7d04\u3002<\/li>\n\n\n\n<li>\u8cb72\u500b\u50f9\u5916(OTM) Call\u5408\u7d04\u3002<\/li>\n<\/ul>\n\n\n\n<p class=\"wp-block-paragraph\">\u9019\u500b\u4ea4\u6613\u4f7f\u7528\u8ce3\u50f9\u5e73(ATM) Call\u7684\u6536\u5165\u6298\u62b5\u8cb7Call\u7684\u8cbb\u7528\uff0c\u6240\u4ee5\u4ea4\u6613\u6709\u6700\u5927\u7121\u9650\u7684\u7372\u5229\uff0c\u4ee5\u53ca\u6709\u9650\u7684\u6700\u5927\u8667\u640d\u3002<\/p>\n\n\n\n<p class=\"wp-block-paragraph\">Call Ratio Backspread\u7b56\u7565\u7684\u622a\u6b62\u6642\u9593\u901a\u5e38\u8a2d\u5b9a\u57283\u52304\u500b\u6708\u4ee5\u5f8c\uff0c\u624d\u80fd\u8b93\u6211\u5011\u6709\u8db3\u5920\u7684\u6642\u9593\u7b49\u5f85VIX\u81a8\u8139\u7684\u6642\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\u6b0aCall Ratio Backspread\u7b56\u7565\u7684\u7372\u5229\u5206\u6790\u3002<\/figcaption><\/figure>\n\n\n\n<p class=\"wp-block-paragraph\">\u9019\u500b\u4ea4\u6613\u8b93\u6211\u5011\u7372\u5f97$60\u7684\u6536\u5165\u4e26\u4f7f\u7528$840\u7684\u8cfc\u8cb7\u529b\uff0c\u7576VIX\u8d85\u8d8a20\u7684\u6642\u5019\uff0c\u6211\u5011\u8cb7\u7684Call\u9078\u64c7\u6b0a\u5c31\u6703\u958b\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\u7372\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<!-- #tablepress-29 from cache -->\n\n\n\n<p class=\"wp-block-paragraph\">\u6211\u5011\u80fd\u7528<a href=\"https:\/\/slashtraders.com\/tw\/blog\/thinkorswim-backtesting-options\/\" target=\"_blank\" rel=\"noreferrer noopener\">\u56de\u6e2c\u529f\u80fd<\/a>\u5be6\u9a57VIX\u9078\u64c7\u6b0a\u5c0d\u6c96\u6548\u76ca\uff0c\u57282020\/2\/18\u7684\u6642\u5019\u57f7\u884c8\u500bCall Ratio Backspread\u5408\u7d04\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\u500bVIX Call Ratio Backspread\u5408\u7d04\u3002<\/figcaption><\/figure>\n\n\n\n<p class=\"wp-block-paragraph\">8\u500b\u57282020\/6\/17\u622a\u6b62\u7684VIX Call Ratio Backspread\u5408\u7d04\u82b1\u8cbb$4,448\u8cfc\u8cb7\u529b\uff0c\u7372\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\">\u7576\u5e02\u5834\u5d29\u76e4\u5f8cVIX\u9078\u64c7\u6b0a\u5c0d\u6c96\u4ea4\u6613\u7372\u5229$43,634\u3002<\/figcaption><\/figure>\n\n\n\n<p class=\"wp-block-paragraph\">\u75762020\/3\/20\u5e02\u5834\u5d29\u76e4\u6642\uff0cVIX\u9078\u64c7\u6b0a\u5c0d\u6c96\u7b56\u7565\u5c31\u6703\u7372\u5229$43,634\u3002<\/p>\n\n\n\n<h2 class=\"wp-block-heading\" id=\"\u8cb7vix-call-spread\u7684\u5c0d\u6c96\u7b56\u7565\">\u8cb7VIX Call Spread\u7684\u5c0d\u6c96\u7b56\u7565<\/h2>\n\n\n\n<p class=\"wp-block-paragraph\">\u7576VIX 15\u6211\u5011\u4e5f\u53ef\u4ee5\u8cfc\u8cb7VIX <a href=\"https:\/\/slashtraders.com\/tw\/blog\/bear-call-spread-delta-hedge\/\" target=\"_blank\" rel=\"noreferrer noopener\">Call Spread\u5782\u76f4\u50f9\u5dee<\/a>\uff1a<\/p>\n\n\n\n<ul class=\"wp-block-list\">\n<li>\u8cb7$20\u7684Call\u3002<\/li>\n\n\n\n<li>\u8ce3$40\u7684Call\u3002<\/li>\n<\/ul>\n\n\n\n<p class=\"wp-block-paragraph\">\u96d6\u7136\u8ce3$40\u7684Call\u53ef\u4ee5\u6298\u62b5<a href=\"https:\/\/slashtraders.com\/tw\/blog\/options-value\/\" target=\"_blank\" rel=\"noreferrer noopener\">\u8cb7Call\u7684\u8cbb\u7528<\/a>\uff0c\u4f46\u662f\u4e5f\u6703\u5c07\u6700\u5927\u7684\u7372\u5229\u9650\u5236\u4f4f\uff0c\u5982\u679cVIX\u8d85\u904e40\u6216\u751a\u81f3\u66b4\u885d\u523080\u4ee5\u4e0a\uff0c\u9019\u500b\u7b56\u7565\u5c31\u6703\u932f\u904eVIX\u4e0a\u6f32\u7684\u589e\u503c\u6a5f\u6703\u3002<\/p>\n\n\n\n<p class=\"wp-block-paragraph\">\u6211\u5011\u4e5f\u770b\u5230\u8cb7Call\u5782\u76f4\u50f9\u5dee\u7684\u69d3\u687f\u6bd4Call Ratio Backspread\u4f4e\uff0c\u6240\u4ee5\u8981\u9054\u5230\u540c\u6a23\u7684\u5c0d\u6c96\u6548\u679c\u9700\u8981\u4ea4\u6613\u66f4\u591a\u7684\u5408\u7d04\u6578\u91cf\u3001\u82b1\u8cbb\u66f4\u591a\u7684\u5408\u7d04\u624b\u7e8c\u8cbb\u3002<\/p>\n\n\n\n<p class=\"wp-block-paragraph\">\u6240\u4ee5\u6211\u5011\u4e0d\u5efa\u8b70\u7528\u8cb7Call\u5782\u76f4\u50f9\u5dee\u4f86\u5c0d\u6c96\u6295\u8cc7\u7d44\u5408\uff0c\u63a5\u4e0b\u4f86\u6211\u5011\u518d\u5206\u4eab\u5982\u4f55\u7528VIX<a href=\"https:\/\/slashtraders.com\/tw\/tools\/futures-screener\/\" target=\"_blank\" rel=\"noreferrer noopener\">\u671f\u8ca8<\/a>\u57f7\u884c\u5c0d\u6c96\u3002<\/p>\n\n\n\n<h2 class=\"wp-block-heading\" id=\"\u4ec0\u9ebc\u662fvix\u671f\u8ca8\">\u4ec0\u9ebc\u662fVIX\u671f\u8ca8\uff1f<\/h2>\n\n\n\n<p class=\"wp-block-paragraph\"><a href=\"https:\/\/www.cboe.com\/tradable_products\/vix\/vix_futures\/\" target=\"_blank\" rel=\"noreferrer noopener\">VIX\u671f\u8ca8(\/VX)<\/a>\u53cd\u6620\u5e02\u5834\u5c0dVIX\u672a\u4f86\u50f9\u683c\u7684\u671f\u5f85\uff0cVIX\u671f\u8ca8\u7684\u540d\u7fa9\u503c\u662f\u6307\u6578\u4e58\u4ee5$1000\u3002\u7576VIX\u662f15.01\u6642\uff0cVIX\u671f\u8ca8\u70ba18.90\uff0c\u8868\u793a\u5e02\u5834\u671f\u5f85\u672a\u4f86\u7684\u6ce2\u52d5VIX\u589e\u52a0\u523018.90\u3002\u73fe\u5728\u9700\u8981\u7d04$13,000\u7684\u8cfc\u8cb7\u529b\u4f86\u8cfc\u8cb7\u4e00\u500bVIX\u671f\u8ca8\u5408\u7d04\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\">\u73fe\u5728\u9700\u8981\u7d04$13,000\u7684\u8cfc\u8cb7\u529b\u4f86\u8cb7\u4e00\u500bVIX\u671f\u8ca8\u5408\u7d04\u3002<\/figcaption><\/figure>\n\n\n\n<p class=\"wp-block-paragraph\">VIX\u671f\u8ca8\u4ea4\u6613\u901a\u5e38\u5448\u73fe\u6b63\u50f9\u5dee(contango)\uff0c\u8868\u793a\u671f\u8ca8\u50f9\u9ad8\u65bc\u73fe\u8ca8\u50f9\uff0c\u4ee3\u8868\u5e02\u5834\u671f\u5f85\u5728\u672a\u4f86\u6ce2\u52d5\u6703\u589e\u52a0\u3002<\/p>\n\n\n\n<p class=\"wp-block-paragraph\">\u5728\u6975\u5c11\u7684\u72c0\u6cc1\u4e0b\uff0cVIX\u671f\u8ca8\u6703\u5448\u73fe\u9006\u50f9\u5dee(backwardation)\uff0c\u8868\u793a\u671f\u8ca8\u50f9\u4f4e\u65bc\u73fe\u8ca8\u50f9\uff0c\u901a\u5e38\u53ea\u6709\u5728\u80a1\u5e02\u5d29\u76e4\u4ee5\u5f8c\uff0c\u4f8b\u59822008\u548c2020\u5e74\u7684\u80a1\u707d\uff0c\u7576\u6ce2\u52d5\u5f9e30\u66b4\u885d\u523080\u7684\u6642\u5019\uff0c\u63a5\u4e0b\u4f86\u5e02\u5834\u6703\u9810\u671f\u6ce2\u52d5\u7387\u5c07\u56de\u6b7811\u523020\u4e4b\u9593\u7684\u6b77\u53f2\u5e73\u5747\u503c\u3002<\/p>\n\n\n\n<p class=\"wp-block-paragraph\">\u4ea4\u6613VIX\u671f\u8ca8\u6642\u6211\u5011\u4e0d\u5efa\u8b70\u5c07\u5408\u7d04\u6301\u6709\u5230\u622a\u6b62\u65e5\uff0c\u800c\u5efa\u8b70\u50cfVIX\u9078\u64c7\u6b0a\u4e00\u6a23\u63d0\u65e9\u7d50\u7b97\u6216\u8005<a href=\"https:\/\/slashtraders.com\/tw\/blog\/roll-options\/\" target=\"_blank\" rel=\"noreferrer noopener\">\u8f49\u5009(roll)<\/a>\u5230\u672a\u4f86\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\u8ca8\u5c0d\u6c96\u7684\u65b9\u6cd5<\/h2>\n\n\n\n<p class=\"wp-block-paragraph\">\u7576\u6211\u5011\u5728VIX\u70ba15\u7684\u6642\u5019\u8cfc\u8cb7\u4e00\u500b\/VX\u5408\u7d04\uff0c\u9700\u4f7f\u7528\u7d04$13,000\u7684\u8cfc\u8cb7\u529b\uff0c\u64c1\u6709$15,000\u7684\u540d\u7fa9\u503c\u3002\u7576\u80a1\u5e02\u5927\u8dcc\u9020\u6210VIX\u4e0a\u5347\u523040\u7684\u6642\u5019\uff0c\u6211\u5011\u64c1\u6709\u7684\/VX\u5408\u7d04\u6703\u589e\u503c\u5230$40,000\uff0c\u7372\u5229$25,000\u3002<\/p>\n\n\n\n<p class=\"wp-block-paragraph\">\u5982\u679c\u89ba\u5f97VIX\u671f\u8ca8\u592a\u8cb4\uff0c\u53ef\u4ee5\u8003\u616e\u4ea4\u6613<a href=\"https:\/\/www.cboe.com\/tradable_products\/vix\/mini_vix\/\" target=\"_blank\" rel=\"noreferrer 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class=\"wp-block-paragraph\">\u6211\u5011\u7528\u4e0d\u540c\u6a19\u7684\u7269\u7684\u50f9\u5dee\u5957\u5229\u6642\uff0c\u9700\u8981\u4e86\u89e3\u76f8\u95dc\u7684\u8cc7\u7522\u985e\u5225\u662f\u5426\u6b63\u76f8\u95dc\u6216\u8ca0\u76f8\u95dc\u3002\u5927\u90e8\u5206\u7684\u6295\u8cc7\u4eba\u8a8d\u70ba\u9ec3\u91d1\u6216\u76f8\u95dc\u7684ETF (GLD)\u7684\u8d70\u52e2\u8ddf\u5e02\u5834\u662f\u76f8\u53cd\u7684\uff0c\u4e0d\u904e\u6211\u5011\u8a8d\u70baGLD\u4e26\u6c92\u6709\u8ddfS&amp;P 500\u6709\u5f37\u70c8\u7684\u76f8\u95dc\u6027\u3002<\/p>\n\n\n\n<p class=\"wp-block-paragraph\">\u5982\u679c\u8981\u6709\u6548\u7684\u4fdd\u8b77\u6211\u5011\u7684\u6295\u8cc7\u7d44\u5408\uff0c\u6211\u5011\u9700\u8981\u4e00\u500b\u548cS&amp;P 500\u5f37\u76f8\u95dc\u3001\u800c\u4e14\u5373\u6642\u53cd\u61c9\u7684\u5c0d\u6c96\u65b9\u5f0f\uff0c\u4f8b\u5982AUDJPY\u7684<a href=\"https:\/\/slashtraders.com\/tw\/tools\/forex-picker\/\" target=\"_blank\" rel=\"noreferrer noopener\">\u5916\u532f\u8ca8\u5e63<\/a>\u5c0d\u3002\u5168\u7403\u7684\u5916\u532f\u5e02\u5834\u7684\u4ea4\u6613\u91cf\u5927\u7d04\u662f\u5168\u7403\u6240\u6709\u80a1\u5e02\u7e3d\u5408\u7684\u5341\u500d\uff0c\u80fd\u5920\u8b93\u5927\u578b\u7684\u91d1\u878d\u6a5f\u69cb\u5728\u80a1\u5e02\u52d5\u76ea\u7684\u6642\u5019\u8f49\u79fb\u8cc7\u91d1\u3002<\/p>\n\n\n\n<p class=\"wp-block-paragraph\">\u65e5\u5e63JPY\u662f\u4e00\u500b\u5e38\u88ab\u91d1\u878d\u6a5f\u69cb\u7576\u4f5c\u907f\u98a8\u6e2f\u7684\u8ca8\u5e63\uff0c\u7d93\u5e38\u5728\u80a1\u5e02\u5d29\u76e4\u6642\u88ab\u5927\u91cf\u8cb7\u9032\u907f\u96aa\u3002\u6fb3\u5e63AUD\u88ab\u8cc7\u6e90\u8c50\u5bcc\u7684\u7926\u696d\u5927\u570b\u652f\u6490\u8457\uff0c\u5728\u5168\u7403\u7d93\u6fdf\u84ec\u52c3\u6642\u9700\u6c42\u5f37\u52c1\uff0c\u4f46\u5728\u7d93\u6fdf\u8870\u9000\u6642\u88ab\u553e\u68c4\u3002<\/p>\n\n\n\n<p class=\"wp-block-paragraph\">AUD\/JPY\u7684\u8ca8\u5e63\u5c0d\u53ca\u6642\u53cd\u6620\u5169\u570b\u8ca8\u5e63\u7684\u76f8\u5c0d\u8208\u8870\uff0c\u7576\u80a1\u5e02\u5d29\u76e4\u6642\u6703\u5c0dAUD\/JPY\u9020\u6210\u9577\u5468\u671f\u7684\u9ad8\u4f4e\u8d77\u4f0f\u3002\u4f8b\u5982\u57282020\/1\/20\u80a1\u707d\u524d\uff0cAUD\/JPY\u8ca8\u5e63\u5c0d\u572875.50\u51fa\u73fe\u4e86\u4e00\u500b<a href=\"https:\/\/slashtraders.com\/tw\/tools\/bear-call-spread-screener\/\" target=\"_blank\" rel=\"noreferrer noopener\">\u4e0b\u8dcc\u8a0a\u865f<\/a>\uff0c\u52302020\/3\/20\u80a1\u707d\u5f8c\u5df2\u8dcc\u523060\uff0c\u5927\u7d041550\u9ede\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\u8ca8\u5e63\u5c0d\u57282020\u5e74\u80a1\u707d\u6642\u57283\u500b\u6708\u5167\u4e0b\u8dcc\u4e861550\u9ede\u3002<\/figcaption><\/figure>\n\n\n\n<p class=\"wp-block-paragraph\">\u6211\u5011\u53ef\u4ee5\u7528$8000\u7684\u8cfc\u8cb7\u529b\u57282020\/1\/20\u7a7aAUD\/JPY\uff0c\u75281%($80\u6216AUD 120)\u4f86\u5c0d\u6c96\u6211\u5011\u7684<a href=\"https:\/\/slashtraders.com\/tw\/performance\/positions\/\" target=\"_blank\" rel=\"noreferrer noopener\">\u6295\u8cc7\u7d44\u5408<\/a>\u3002\u5982\u679c\u52302020\/3\/20\u6642\u6211\u5011\u7684\u4ea4\u6613\u4eab\u53d7\u52301550\u9ede\u768480%\uff0c\u7d041240\u9ede\uff0c\u7a7aAUD\/JPY\u7684\u4ea4\u6613\u5c07\u7372\u5229$80 x 1240 = $99,200\u3002<\/p>\n\n\n\n<p class=\"wp-block-paragraph\">\u5982\u679c\u6211\u5011\u75283%\u7684\u8cfc\u8cb7\u529b\u4ea4\u6613\uff0c\u7a7aAUD\/JPY\u5c07\u57282020\/3\/20\u6642\u7372\u5229$297,600\u3002<\/p>\n\n\n\n<p class=\"wp-block-paragraph\">\u7528AUD\/JPY\u8ca8\u5e63\u5c0d\u4f86\u5c0d\u6c96\u4e0d\u4f46\u80fd\u5728\u5e02\u5834\u4e0b\u8dcc\u6642\u5927\u8cfa\uff0c\u9019\u500b\u4ea4\u6613\u4e5f\u80fd\u53ca\u6642\u5c0dS&amp;P 500\u7684\u8b8a\u5316\u505a\u53cd\u61c9\uff0c\u800c\u4e14\u4e5f\u5c0d\u9032\u5834\u7684\u6642\u9593\u4e5f\u4e0d\u9700\u8981\u50cfVIX\u9078\u64c7\u6b0a\u4e00\u6a23\u7cbe\u6e96\u3002<\/p>\n\n\n\n<p class=\"wp-block-paragraph\">\u96d6\u7136<a href=\"https:\/\/slashtraders.com\/tw\/blog\/delta-hedging-strategy\/\" target=\"_blank\" rel=\"noreferrer noopener\">delta\u5c0d\u6c96\u7b56\u7565\u53ef\u4ee5\u8f15\u9b06\u7684\u4fdd\u8b77\u6295\u8cc7<\/a>\uff0c\u4e5f\u4e0d\u9700\u8981\u592a\u82b1\u5fc3\u601d\u8abf\u6574\uff0c\u4f46\u6709\u5e7e\u500b\u7f3a\u9ede\u9020\u6210\u6bd4VIX\u5c0d\u6c96\u65b9\u5f0f\u7684\u6210\u672c\u9084\u8981\u6602\u8cb4\uff1a<\/p>\n\n\n\n<ul class=\"wp-block-list\">\n<li>Theta\u6703\u9020\u6210delta\u5c0d\u6c96\u7684\u671f\u6b0a\u8cb6\u503c\u3002<\/li>\n\n\n\n<li>\u5982\u679c\u80a1\u50f9\u6301\u5e73\uff0cdelta\u5c0d\u6c96\u7b56\u7565\u5c31\u4e0d\u80fd<a href=\"https:\/\/slashtraders.com\/tw\/blog\/option-greeks\/\" target=\"_blank\" rel=\"noreferrer noopener\">\u7528gamma\u4f86\u62b5\u92b7theta\u7684\u8cb6\u503c<\/a>\uff0c\u9020\u6210\u6211\u5011\u7684Put\u5728\u622a\u6b62\u6642\u6b78\u96f6\u3002<\/li>\n<\/ul>\n\n\n\n<p 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            }
        ]
    }
}