{"version":"1.0","provider_name":"Fortune Insight","provider_url":"https:\/\/prime.fortuneinsight.com\/web","author_name":"Option Jack","author_url":"https:\/\/prime.fortuneinsight.com\/web\/posts\/author\/optionjack","title":"\u7f8e\u5718\u67d3\u85cd\u524d\u7684\u9ad8\u5f15\u7533\u6ce2\u5e45\u9707\u76ea - Fortune Insight","type":"rich","width":600,"height":338,"html":"<blockquote class=\"wp-embedded-content\"><a href=\"https:\/\/prime.fortuneinsight.com\/web\/posts\/487994\">\u7f8e\u5718\u67d3\u85cd\u524d\u7684\u9ad8\u5f15\u7533\u6ce2\u5e45\u9707\u76ea<\/a><\/blockquote>\n<script type='text\/javascript'>\n<!--\/\/--><![CDATA[\/\/><!--\n\t\t!function(c,d){\"use strict\";var e=!1,n=!1;if(d.querySelector)if(c.addEventListener)e=!0;if(c.wp=c.wp||{},!c.wp.receiveEmbedMessage)if(c.wp.receiveEmbedMessage=function(e){var t=e.data;if(t)if(t.secret||t.message||t.value)if(!\/[^a-zA-Z0-9]\/.test(t.secret)){for(var r,a,i,s=d.querySelectorAll('iframe[data-secret=\"'+t.secret+'\"]'),n=d.querySelectorAll('blockquote[data-secret=\"'+t.secret+'\"]'),o=0;o<n.length;o++)n[o].style.display=\"none\";for(o=0;o<s.length;o++)if(r=s[o],e.source===r.contentWindow){if(r.removeAttribute(\"style\"),\"height\"===t.message){if(1e3<(i=parseInt(t.value,10)))i=1e3;else if(~~i<200)i=200;r.height=i}if(\"link\"===t.message)if(a=d.createElement(\"a\"),i=d.createElement(\"a\"),a.href=r.getAttribute(\"src\"),i.href=t.value,i.host===a.host)if(d.activeElement===r)c.top.location.href=t.value}}},e)c.addEventListener(\"message\",c.wp.receiveEmbedMessage,!1),d.addEventListener(\"DOMContentLoaded\",t,!1),c.addEventListener(\"load\",t,!1);function t(){if(!n){n=!0;for(var e,t,r=-1!==navigator.appVersion.indexOf(\"MSIE 10\"),a=!!navigator.userAgent.match(\/Trident.*rv:11\\.\/),i=d.querySelectorAll(\"iframe.wp-embedded-content\"),s=0;s<i.length;s++){if(!(e=i[s]).getAttribute(\"data-secret\"))t=Math.random().toString(36).substr(2,10),e.src+=\"#?secret=\"+t,e.setAttribute(\"data-secret\",t);if(r||a)(t=e.cloneNode(!0)).removeAttribute(\"security\"),e.parentNode.replaceChild(t,e)}}}}(window,document);\n\/\/--><!]]>\n<\/script><iframe sandbox=\"allow-scripts\" security=\"restricted\" src=\"https:\/\/prime.fortuneinsight.com\/web\/posts\/487994\/embed\" width=\"600\" height=\"338\" title=\"&#8220;\u7f8e\u5718\u67d3\u85cd\u524d\u7684\u9ad8\u5f15\u7533\u6ce2\u5e45\u9707\u76ea&#8221; &#8212; Fortune Insight\" frameborder=\"0\" marginwidth=\"0\" marginheight=\"0\" scrolling=\"no\" class=\"wp-embedded-content\"><\/iframe>","thumbnail_url":"https:\/\/prime.fortuneinsight.com\/web\/wp-content\/uploads\/2020\/08\/0811-3690.jpg","thumbnail_width":850,"thumbnail_height":478,"description":"8\u670810\u65e5\u7f8e\u5718\uff0803690 \uff09\u80a1\u50f9\u518d\u4e0a\u5347\u81f3227\u5143\u63a5\u8fd1\u4e0a\u661f\u671f\u7684\u6b77\u53f2\u9ad8\u4f4d\u9644\u8fd1\uff0c\u4f46\u672a\u6709\u7a81\u7834\uff0c\u552f\u5f15\u4f38\u6ce2\u5e45\u518d\u7206\u65b0\u9ad8\uff0c8\u670810\u65e5\u6e2f\u4ea4\u6240\u63a8\u51fa\u7f8e\u5718\u65b0\u7684\u884c\u4f7f\u50f9\uff08strike price \uff09\uff0c\u5f9e270\u5230300\u5143\u7684Call \u3002 \u800c\u4e0a\u661f\u671f\u6295\u5165\u76848\u6708260 call\u7684iv \u6700\u9ad8\u662f91\uff05\uff0c\u800c8\u670810\u65e5\u65e9\u4e0a\u80a1\u50f9\u5728227\u5143\u6642\uff0c\u770b\u5230\u7684\u662f98.8\uff05iv\uff0c\u671f\u6b0a\u91d19.05\u518d\u7834\u65b0\u9ad8\uff0c300\u51438\u6708 call \u7684iv \u66f4\u9ad8\u81f3110\uff05\u3002\u898b\u5716\u4e00 \u8a3b\uff1a\u671f\u6b0a\u91d1\u53caiv\u5747\u4ee5\u838a\u5bb6\u5831\u50f9\u53d6\u4e2d\u9593\u8a08\u7b97\u3002 \u53ef\u80fd\u5f88\u591a\u670b\u53cb\u6703\u554f\u6211\u70ba\u4f55\u9019\u9ebc\u9ad8\u5f15\u7533\u6ce2\u5e45\u4e0d\u76f4\u63a5\u505ashort call\uff0c\u8cediv\u6216\u80a1\u50f9\u56de\u8dcc\uff0c\u800c\u8981long 9\u6708 short 8\u6708\u5462\uff1f \u5176\u5be6\u6211\u4e26\u4e0d\u53cd\u5c0d\u76f4\u63a5short call\uff0c\u6211\u4e5f\u6709\u76f4\u63a5short call 9\u6708\u5176\u4ed6strike price\uff0c\u4f46\u6578\u91cf\u4e0d\u6562\u505a\u592a\u5927\uff0c\u56e0\u70ba\u53ef\u80fd\u9762\u5c0d\u66f4\u9ad8\u7684IV\u98a8\u96aa\uff0c\u5982\u679c\u5206\u6ce8\u7b56\u7565\u505a\u5f97\u4e0d\u5920\u597d\u7684\u8a71\uff0c\u5927\u90e8\u5206\u6295\u8cc7\u8005\u5728\u5206\u6ce8\u9019\u500b\u74b0\u7bc0\u4e0a\u78ba\u5be6\u505a\u5f97\u4e0d\u597d\uff0c\u9020\u6210\u61c9\u8a72\u662f\u52a0\u6ce8\u7684\u6642\u6a5f\u8b8a\u6210\u6b62\u8755\uff0c\u6b62\u5728\u6700\u5dee\u7684\u4f4d\u7f6e\u3002 \u4f8b\u5982\u80a1\u50f9\u518d\u5347\uff0c\u671f\u6b0a\u91d1\u6703\u518d\u5347\uff0c\u57288\u670814\u65e5\u6536\u5e02\u5f8c\u516c\u4f48\u5165\u6307\u6578\u6210\u4efd\u80a1\u53ca\u6bd4\u91cd\u524d\uff0c\u9019\u7a2e\u60c5\u6cc1\u7a0d\u4e00\u4e0d\u614e\uff0cNaked short call\u672a\u52308\u670814\u65e5\u5df2\u7d93\u6709\u8f38\u5e7e\u500d\u671f\u6b0a\u91d1\u7684\u98a8\u96aa\u3002 \u6211\u4e00\u5411\u90fd\u5fe0\u544a\u4e0d\u80fd\u505anaked short\u5373\u6708\uff0c\u9664\u975e\u662fcalendar call spread ,\u6240\u4ee5\u624d\u6709short 8 long 9\u7684\u7684\u7b56\u7565\u3002 \u4e0a\u661f\u671f\uff088\u67085\u65e5\uff09\u76848\u53ca9\u6708\u5206iv\u5dee\u8ddd\u6700\u95ca\u70ba25\uff05\uff0c8\u670810\u65e5\u662f30\uff05\uff0c\u610f\u601d\u662f8\u6708call iv \u6bd4\u5c0d9\u6708iv\u540c\u4e00\u500bstrike price \u9ad8\u51fa30\uff05\u3002 \u671f\u6b0a\u91d1\u5206\u5225\u70ba8\u6708260 call 9.05\u53ca9\u670811.68\uff0c\u5169\u500b\u6708\u4efd\u671f\u6b0a\u91d1\u5dee2.63\uff0c\u8868\u793a\u4e0a\u661f\u671f\u5165\u5e02\u7684long 9 short 8 \uff081.63\uff09\u6d6e\u52d5\u5229\u6f64\u525b\u597d1.00\u671f\u6b0a\u91d1\u3002 \u554f\u984c\u4f86\u4e86\uff0c\u70ba\u4f55\u4e0a\u661f\u671f\u7684long 9 short 8\u5728iv\u518d\u5347\u7684\u60c5\u6cc1\uff0c\u4e0d\u8667\u53cd\u76c8\uff1f \u56e0\u70ba\u6642\u9593\u503c8\u6708\u6d88\u8017\u5f97\u6bd49\u6708\u5feb\u5f88\u591a\uff0cTheta \u503c8\u6708\u5927\u904e9\u6708\uff0c\u52a0\u4e0a\u80a1\u50f9\u5411\u4e0a\u767c\u5c55\uff0c\u6240\u4ee5\u51fa\u73fe\u4e0d\u8667\u53cd\u76c8\u7684\u73fe\u8c61\uff0c\u96d6\u7136\u5728\u5169\u500b\u6708iv\u518d\u62c9\u95ca\u7684\u60c5\u6cc1\u4e0b\u3002 \u6240\u4ee5\u6211\u4e00\u8def\u8aaa\u5f88\u591a\u671f\u6b0a\u7406\u8ad6\u5fc5\u9808\u8981\u5be6\u8e10\u624d\u77e5\u9053\u539f\u56e0\uff0c\u624d\u80fd\u660e\u767d\uff0c\u4e0d\u662f\u7d19\u4e0a\u8ac7\u5175\u80fd\u7406\u89e3\u7684\u3002 &nbsp; 8\u670810\u65e5\u4e0b\u5348\u6642\u6bb5\uff0civ\u5df2\u7d93\u6bd4\u5c0d\u4e0a\u5348\u986f\u8457\u4e0b\u8dcc\u4e865\uff05\uff0c\u4e0d\u662f\u6bcf\u96bb\u80a1\u4efd\uff0civ\u90fd\u6703\u5728\u4e00\u5929\u4e4b\u5167\u8b8a\u52d5\u9019\u9ebc\u9a5a\u4eba\uff0c\u5927\u90e8\u5206\u80a1\u4efd\u4e00\u5929\u4e4b\u5167\u8b8a\u52d5\u4e0d\u52301\uff05\u7684iv\uff0c\u552f\u7f8e\u5718\u6bd4\u8f03\u7279\u5225\uff0c\u8655\u65bc\u975e\u5e38\u6642\u671f\u7684\u539f\u56e0\u3002 8\u670811\u65e5\uff0c\u7f8e\u5718\u80a1\u50f9\u7a0d\u70ba\u56de\u8dcc\u800c\u5df2\uff0c\u4e0b\u5348\u6642\u6bb5\uff0c\u80a1\u50f9\u5728217\u00b76\u5143\u6642\uff0c8\u6708260 [&hellip;]"}