{"version":"1.0","provider_name":"Fortune Insight","provider_url":"https:\/\/prime.fortuneinsight.com\/web","author_name":"\u9322\u741b","author_url":"https:\/\/prime.fortuneinsight.com\/web\/posts\/author\/chinshun","title":"\u5f9eTrade\u7279\u6717\u666e\u7684\u4ea4\u6613\u7b56\u7565\u770b\u91d1\u878d\u516c\u6295 - Fortune Insight","type":"rich","width":600,"height":338,"html":"<blockquote class=\"wp-embedded-content\"><a href=\"https:\/\/prime.fortuneinsight.com\/web\/posts\/490537\">\u5f9eTrade\u7279\u6717\u666e\u7684\u4ea4\u6613\u7b56\u7565\u770b\u91d1\u878d\u516c\u6295<\/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 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VIX futures butterfly\u300d\u3002 \u5c0f\u5f1f\u7d93\u5834\u5f37\u8abf\u5009\u4f4d\u53cd\u6620\u610f\u898b\uff0c\u4ee5\u4e0abutterfly\u6b63\u6b63\u53cd\u6620\u6295\u8cc7\u8005\u8a8d\u70ba11\u670820\u65e5\u5f8c\u4e00\u500b\u6708\u7684EV\u5347\uff0c10\u670816\u65e5\u5f8c\u53ca12\u670818\u65e5\u5f8c\u7684\u4e00\u500b\u6708\u7684EV\u5247\u6709\u76f8\u5c0d\u4f4e\u7684\u5347\u5e45\u3002\u6b64\u5957butterfly\uff0c\u5c31\u662f\u640f\u9078\u8209\u7d50\u679c\u5ef6\u9072\u51fa\u7210\u7684\u7cbe\u6e96\u8ced\u6ce8\u3002 \u672c\u5e749\u67081\u65e5\uff0c\u300c9-10-11 VIX futures butterfly\u300d\u7684\u9078\u8209\u98a8\u96aa\u6ea2\u50f9\u7232-6.9\uff0c\u5275\u4e0b\u6b77\u53f2\u65b0\u9ad8\uff0c\u5c0d\u6c96\u6210\u672c\u4e4b\u9ad8\u53ef\u8b02\u524d\u7121\u53e4\u4eba\u3002\u8a08\u6cd5\u662f9\u6708\u671f\u8ca8\u50f9+11\u6708\u671f\u8ca8\u50f9-2*10\u6708\u671f\u8ca8\u50f9\uff0c\u6578\u503c\u8d8a\u8ca0\uff0c\u98a8\u96aa\u6ea2\u50f9\u8d8a\u5927\uff0c\u56e0\u7232\u9019\u53cd\u6620\u5e02\u5834price in\u4e86\u6975\u9ad8\u7684vol\u5728\u7576\u6642\u7684\u9810\u671f\u9078\u8209\u7d50\u679c\u51fa\u7210\u7684\u6642\u6bb5\u4e4b\u4e2d\uff0810\u670816\u65e5\u5f8c\u4e00\u500b\u6708\u5167\uff09\u3002\u6240\u4ee5\uff0c\u7a31\u662f\u6b21\u7f8e\u570b\u5927\u9078\u70ba\u53f2\u4e0a\u6700\u9a5a\u5929\u52d5\u5730\u6ce3\u9b3c\u795e\u7684\u4e00\u6b21\uff0c\u7d55\u4e0d\u904e\u4efd\u3002 \u7f8e\u570b\u7684\u6ce2\u5e45\u7387\u4ea4\u6613\u6bd4\u9999\u6e2f\u76db\u884c\u5f97\u591a\uff0c\u6240\u80fd\u53cd\u6620\u4e4b\u8cc7\u8a0a\u4ea6\u66f4\u6709\u6307\u5411\u6027\uff0c\u67d0\u7a0b\u5ea6\u4e0a\u662f\u4e00\u7a2e\u8f03\u7232\u6e96\u78ba\u7684\u300c\u91d1\u878d\u516c\u6295\u300d\u3002\u5e78\u597d\u9999\u6e2f\u7684\u671f\u6b0a\u5e02\u5834\u6c92\u90a3\u9ebd\u767c\u9054\uff0c\u4e0d\u7136\u53ef\u80fd\u6703\u640d\u5bb314\u5104\u540c\u80de\u7684\u611f\u60c5\u554a\u3002 \u53c3\u8003\uff1a https:\/\/www.bloomberg.com\/news\/articles\/2020-10-01\/why-election-jitters-have-traders-chasing-butterflies-quicktake https:\/\/www.bloomberg.com\/news\/articles\/2020-09-01\/u-s-election-priced-as-worst-event-risk-in-vix-futures-history"}