{"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":"Delta\u7684\u5be6\u969b\u904b\u75282 - Fortune Insight","type":"rich","width":600,"height":338,"html":"<blockquote class=\"wp-embedded-content\"><a href=\"https:\/\/prime.fortuneinsight.com\/web\/posts\/490601\">Delta\u7684\u5be6\u969b\u904b\u75282<\/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\/490601\/embed\" width=\"600\" height=\"338\" title=\"&#8220;Delta\u7684\u5be6\u969b\u904b\u75282&#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\/10\/1005-700-10-11.png","thumbnail_width":934,"thumbnail_height":616,"description":"\u4e0a\u671f\u5206\u6790delta\u503c\u7684\u90fd\u662f\u7684\u4ee5\u7406\u8ad6\u65b9\u5f0f\u53bb\u7406\u89e3delta\u503c\uff0c\u5176\u5be6\u6211\u5011\u65e2\u7136\u77e5\u9053\u80a1\u5347put\u8dcc\uff0c\u80a1\u8dccput\u5347\uff0c\u53ef\u4ee5\u5617\u8a66\u5c07put delta\u503c\u7684\u8ca0\u865f\uff08\uff0d\uff09 \u5ffd\u7565\uff0c\u6211\u5011\u5c31\u6bd4\u8f03\u5bb9\u6613\u53bb\u4e86\u89e3call\u53caput\u7684 delta\u503c0\u81f31\u7684\u8b8a\u5316\u3002 delta\u503c\u53ea\u662f\u4e00\u500b\u8861\u91cf\u80a1\u50f9\u8b8a\u52d5\u5c0d\u671f\u6b0a\u7684\u5f71\u97ff \uff0c\u4ea4\u6613\u524d\u4e0d\u5fc5\u6bcf\u6b21\u89c0\u770bdelta\u503c\u800c\u7d30\u5fc3\u8a08\u7b97\u624d\u80fd\u5165\u5e02\uff0c\u7fd2\u6163\u4e86\u671f\u6b0a\u4ea4\u6613\u4e4b\u5f8c\uff0c\u4f60\u5c31\u6703\u5f9e\u6b64\u61f6\u5f97\u518d\u770bdelta\u4e86\uff0c\u56e0\u70ba\u9019\u53ea\u662f\u4e00\u500b\u77e5\u8b58\u53ca\u6307\u6a19\u7684\u53c3\u8003\uff0c\u5e73\u5e38\u4ea4\u6613\u53ea\u9700\u8861\u91cf\u6a19\u7684\u7269\u7684\u8d70\u52e2\u3001\u4ea4\u6613\u6700\u5927\u640d\u5931\u7684\u91d1\u984d\u53ca\u8cc7\u91d1\u63a7\u7ba1\u5df2\u7d93\u8db3\u5920\u3002 &nbsp; \u82e5\u8981\u6e96\u78ba\u8a08\u7b97\u80a1\u50f9\u5347\u8dcc\u5f8c\u7684\u671f\u6b0a\u50f9\u8b8a\u52d5\uff0c\u9084\u5fc5\u9808\u52a0\u4e0aGamma\u503c\uff0c\u5118\u7ba1\u5982\u6b64\uff0c\u82e5\u9047\u5230\u6f32\u8dcc\u6ce2\u5e45\u904e\u5927\u6642\uff0c\u4e5f\u4e26\u4e0d\u80fd\u6e96\u78ba\u7684\u8a08\u7b97\u671f\u6b0a\u4e4b\u98a8\u96aa\u53ca\u5c0d\u6c96\u554f\u984c\uff0c\u56e0\u70badelta\u53caGamma\u503c\u6703\u96a8\u8457\u80a1\u50f9\u53ca\u5230\u671f\u65e5\u4e0d\u65b7\u8b8a\u52d5\uff0c\u7576\u4e2d\u9084\u6709\u6642\u9593\u503c\u53ca\u5f15\u4f38\u6ce2\u5e45\u7684\u554f\u984c\u5b58\u5728\u3002 &nbsp; \u53e6\u5916\u4e00\u500b\u503c\u5f97\u6ce8\u610f\u7684\u662fcall put \u50f9\u7684\u76f8\u95dc\u6027\uff0c\u9019\u500b\u4e0d\u662f\u592a\u591a\u4eba\u80fd\u4e86\u89e3\uff0c\u4f46\u537b\u662f\u975e\u5e38\u7c21\u55ae\u4e14\u91cd\u8981\u3002 \u5047\u8a2d510 put \u7684delta\u503c\u662f-0.32\uff0c\u90a3\u9ebc510 call \u7684delta\u503c\u4e5f\u5fc5\u7b49\u65bc0.68\uff0c\u9019\u5728\u6046\u6307\u6b50\u5f0f\u671f\u6b0a\u4e2d\u6e05\u6670\u53ef\u898b\uff0c\u56e0\u6210\u4ea4\u5bc6\u96c6\u53ca\u5831\u50f9\u7a84\uff0c\u5176\u5be6\u7f8e\u5f0f\u671f\u6b0a\u4e5f\u662f\u4e00\u6a23\uff0c\u4f46\u56e0\u70ba\u6210\u4ea4\u758f\u843d\u53ca\u5148\u5f8c\u6b21\u5e8f\u800c\u8868\u9762\u6709\u6240\u8aa4\u5dee\u3002 \u56e0\u70ba\u540c\u4e00\u884c\u4f7f\u50f9\uff0c\u540c\u6a19\u7684\u540c\u6708\u4efd\u7684call delta \u6e1bput delta\u5fc5\u7136\u7b49\u65bc1\uff0c\u4f8b\u5982\uff0cput\u7684delta\u503c\u662f\uff0d0.45\uff0c\u90a3\u9ebccall\u7684delta\u503c\u5fc5\u5b9a\u662f0.55\u3002 Delta (call) &#8211; Delta (put) = 1 \u9019\u662f\u7406\u89e3\u671f\u6b0a\u7684\u57fa\u672c\uff0c\u6709\u4e86\u6b64\u57fa\u790e\uff0c\u4ee5\u5f8c\u5c0d\u65bc\u7528\u671f\u6b0a\u4f86\u6301\u6709delta +1\u7684\u6b63\u80a1\u6216\u6cbd\u7a7adelta -1\u7684\u6b63\u80a1\uff0c\u5c31\u6bd4\u8f03\u5bb9\u6613\u7406\u89e3\u4e86\u3002 &nbsp; \u82e5\u60f3\u4f5c\u5168\u984d\u907f\u96aa\uff0c\u6253\u7b97\u5168\u984d\u5c0d\u6c96\u9a30\u8a0a\u6b63\u80a1\uff0c\u53ef\u8cb7\u5165\u7b49\u91cf delta\u503c\u7684\u9a30\u8a0a\uff0c\u5047\u8a2d\u6301\u67092000\u80a1\u9a30\u8a0a\uff0c\u5c0d\u6c96\u8981long\uff0d2000 delta\u503c\u7684put\uff0c\u5982\u679c\u9078\u64c7\u662fat the money\u7684\u884c\u4f7f\u50f9\uff0cdelta\u503c\u662f\uff0d0.50\uff0c\u5247\u8981\u8cb7\u51654000\u80a1put\uff0cdelta\u503c\u624d\u6703\u662f\uff0d2000\uff0c\u53ef\u4ee5\u5b8c\u5168\u5c0d\u6c96\u6301\u67092000\u80a1\u9a30\u8a0a\u7684\u98a8\u96aa\u3002 \u4f46\u6709\u4e00\u500b\u554f\u984c\u5fc5\u9808\u6ce8\u610f\uff0c\u5c31\u662f\u80a1\u50f9\u4e0b\u8dcc\u6642\uff0cput\u7684delta\u503c\u6703\u5927\u65bc0.5\uff0c\u7e3ddelta\u503c\u6703\u8d85\u904e\uff0d2000\uff0c\u4f60\u6301\u6709\u7684long put\u7684\u5229\u6f64\u4e5f\u6703\u8d85\u8d8a\u6b63\u80a1\u4e0b\u8dcc\u7684\u640d\u5931\u9084\u6709\u9918\uff0c\u6240\u4ee5\u662f\u5426\u904e\u91cf\u5c0d\u6c96\u5462\uff1f \u8cb7\u5165\uff0d2000\u7684delta\u503c\u7684put\uff0c\u4ed8\u51fa\u76f8\u7576\u5927\u7684\u91d1\u984d\u4ee3\u50f9\uff0c\u5982\u679c\u80a1\u50f9\u4e0d\u8dcc\u53cd\u5347\uff0c\u5373\u662f\u5c0d\u6c96\u932f\u4e86\uff0c\u640d\u5931\u4e5f\u975e\u5e38\u5927\uff0c\u6216\u662flong put\u5230\u671f\u5f8c\uff0c\u80a1\u50f9\u624d\u4e0b\u8dcc\uff0c\u8b8a\u6210\u4e4b\u524d\u7684\u5c0d\u6c96\u767d\u8cbb\u4e86\u3002 \u6211\u5011\u9996\u5148\u8981\u9078\u64c7\u7684\u662f\u6708\u4efd\uff0c\u662f\u77ed\u671f\u7684\u5c0d\u6c96\u6216\u662f\u4e2d\u671f\u7684\u5c0d\u6c96\u3002 \u7b2c\u4e8c\uff0c\u8981\u9078\u64c7put\u7684\u884c\u4f7f\u50f9\uff0c\u9078\u64c7\u6bd4\u8f03\u4f4e\u7684\u884c\u4f7f\u50f9\uff0cdelta\u503c\u6bd4\u8f03\u4f4e\uff0c\u5fc5\u9808\u8cb7\u5165\u66f4\u5927\u91cf\u624d\u80fd\u6709\u6548\u5c0d\u6c96\u3002 &nbsp; \u5176\u5be6\u6211\u8a8d\u70ba\u5982\u679c\u771f\u7684\u8981\u5b8c\u5168\u5c0d\u6c96\uff0c\u4e0d\u5982\u6cbd\u51fa\u6b63\u4f30\u7b97\u3002 long put\u7684\u76ee\u7684\u662f\u70ba\u4e86\u907f\u514d\u4e00\u4e9b\u654f\u611f\u6642\u523b\uff0c\u4f8b\u5982\u9577\u5047\u671f\u524d\uff0c\u6216\u4e00\u4e9b\u91cd\u8981\u6578\u64da\u516c\u4f48\u524d\u7684\u77ed\u671f\u5c0d\u6c96\uff0c\u5982\u679c\u662f\u9577\u671f\u7684\u8a71\u6839\u672c\u4e0d\u9700\u8981\u5c0d\u6c96\uff0c\u6cbd\u51fa\u80a1\u7968\u662f\u6700\u597d\u7684\u65b9\u6cd5\u3002 &nbsp; \u5927\u90e8\u4efd\u6a5f\u69cb\u6295\u8cc7\u8005\uff0c\u5c0d\u6703\u63a1\u7528\u7c21\u55ae\u7684\u4e00\u5c0d\u4e00\u4f86\u5c0d\u6c96\uff0c\u4e0d\u5fc5\u8a08\u7b97delta\u503c\uff0c\u4f8b\u5982\u6301\u6709300\u80a1\u9a30\u8a0a\uff0c\u60f3\u5c0d\u6c96\u77ed\u671f\u4e0b\u8dcc\uff0c\u53ealong put 300\u80a1\u9a30\u8a0a\uff0cdelta\u503c\u9078\u64c7\uff0d0.50\u81f30.30\u7684\u884c\u4f7f\u50f9\u5373\u53ef\uff0c\u5373\u4f7f\u5f8c\u4f86\u80a1\u50f9\u5927\u8dcc\uff0c\u4e2d\u9593\u5b58\u5728\u884c\u4f7f\u50f9\u8207\u80a1\u50f9\u7684\u5dee\u984d\uff0c\u4f46\u8d77\u78bc\u5df2\u7d93\u9396\u5b9a\u4e86\u6700\u5927\u640d\u5931\uff0c\u9019\u5df2\u7d93\u8db3\u5920\u3002 \u81f3\u65bc\u884c\u4f7f\u50f9\u53cadelta\u503c\u5982\u4f55\u9078\u64c7\u6700\u4f73\uff0c\u53ef\u4f9d\u5f9e\u500b\u4eba\u7684\u98a8\u96aa\u610f\u8b58\uff0c\u6c92\u6709\u4e00\u5b9a\u597d\u6216\u4e00\u5b9a\u58de\u7684\u5c0d\u6c96\u65b9\u6cd5\uff0c\u5b8c\u5168\u8996\u4e4e\u4e4b\u5f8c\u7684\u53bb\u5411\u3002 \u5716\u4e00\uff1a10\u67085\u65e5\u9a30\u8a0a\u80a1\u50f9\u5728527.5\u6642\u768410\u53ca11\u6708\u671f\u6b0a\u53c3\u8003delta\u503c"}