{"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":"\u4e00\u5834\u725b\u6232\u4e00\u5834\u5922 - Fortune Insight","type":"rich","width":600,"height":338,"html":"<blockquote class=\"wp-embedded-content\"><a href=\"https:\/\/prime.fortuneinsight.com\/web\/posts\/820483\">\u4e00\u5834\u725b\u6232\u4e00\u5834\u5922<\/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\/820483\/embed\" width=\"600\" height=\"338\" title=\"&#8220;\u4e00\u5834\u725b\u6232\u4e00\u5834\u5922&#8221; &#8212; Fortune Insight\" frameborder=\"0\" marginwidth=\"0\" marginheight=\"0\" scrolling=\"no\" class=\"wp-embedded-content\"><\/iframe>","thumbnail_url":"https:\/\/prime-fortuneinsight-cloud.s3.ap-southeast-1.amazonaws.com\/web\/wp-content\/uploads\/2024\/07\/21201836\/IMG-20240719-WA0015.jpg","thumbnail_width":1000,"thumbnail_height":560,"description":"A\u80a1\u6c92\u6709\u6f32\u505c\u5e0c\u671b\u843d\u7a7a\uff1b\u6295\u8cc7\u4eba\u722d\u76f8\u6b62\u8cfa\u8d70\u6f14\u8b8a\u6210\u6e2f\u80a1\u5c0f\u80a1\u707d\uff1bCall\u9ad8iv\u53c8\u6210\u9b54\u5492\u9802\uff1b\u9ad8iv\u9031\u671f\u9069\u5408\u7684\u671f\u6b0a\u7b56\u7565\u662f\uff1f \u5931\u843d\u9031\u671f\u672a\u5b8c\uff0c\u725b\u5e02\uff1f\u8a8d\u771f\u5c31\u8f38\u4e86\u3002 \u9031\u4e00\u6307\u6578 IV \u6025\u5347 \u9031\u4e00\uff081007\uff09\u6046\u6307\u9ad8\u958b300\u9ede\uff0c\u4e4b\u5f8c\u9707\u76ea\uff0c\u9996\u534a\u5c0f\u6642\u5df2\u898b\u5168\u65e5\u9ad8\u4f4e\uff0c\u96d6\u7136\u662f\u5728520\u9ede\u5167\u6ce2\u5e45\uff0c\u4f46\u5f15\u7533\u6ce2\u5e45\uff08IV\uff09\u537b\u6301\u7e8c\u8d70\u9ad8\uff0c\u56e0\u70ba\u9694\u5929\u5468\u4e8c\uff081008\uff09\u5c31\u662f\u842c\u773e\u77da\u76ee\u7684A\u80a1\u5047\u671f\u5f8c\u958b\u76e4\u65e5\uff0c\u5927\u9678\u6295\u8cc7\u4eba\u78e8\u62f3\u64e6\u638c\u6e96\u5099\u5927\u5e79\u4e00\u5834\uff0c\u4e00\u958b\u5373\u8ffd\uff0c\u5e02\u5834\u6015\u4e86\u6563\u6236\u7684\u529b\u91cf\uff0c\u5c0d\u6c96\u76e4\u53ca\u6295\u6a5f\u76e4\u9020\u6210 call put \u7686\u5347\uff0c\u5c24\u5176\u662f\u6307\u6578Call\u3002 \u6ce2\u5e45\u6307\u6578\u9031\u4e00\u7834\u9802 \u6046\u751f\u6ce2\u5e45\u6307\u6578\u9031\u4e00\u5347\u7834\u4e0a\u5468\u4e09\u9ad8\u4f4d\uff0c\u6700\u9ad8\u81f344.56\uff0c\u572844.50\u8cbc\u65e5\u9ad8\u6536\u3002 \u6046\u6307\u591c\u671f\u6642\u6bb5\u7684iv \u518d\u5347\uff0c11\u6708\u6046\u6307\u50f9\u5916 call \u7684iv \u5347\u81f3 40%~45%\uff0c\u4ee5call \u4f86\u8aaa\u65e9\u5c31\u8d85\u8d8a\u5927\u6642\u4ee3\u7684call iv\uff0c\u66f4\u76f4\u903c\u76f4\u901a\u8eca\u6642\u4ee3\u7684iv \u6c34\u5e73\u3002 \u5468\u4e8c\u6046\u6307\u4eba\u8e29\u4eba \u6046\u6307\u5468\u4e8c\uff0810\u67088\u65e5\uff09\u4e00\u5929\u5167\u8dcc\u56de\u904e\u53bb\u56db\u500b\u4ea4\u6613\u65e5\u7684\u5347\u5e45\u6709\u9918\u3002 \u9577\u5047\u671f\u5b8c\u7d50\uff0cA\u80a1\u9996\u65e5\u5fa9\u5e02\uff0c\u4e00\u5982\u9810\u671f\u8ffd\u843d\u5f8c\uff0c\u6eec\u6307\u9ad8\u958b9\uff05\u4e4b\u4e0a\u63a5\u8fd1\u6f32\u505c\uff0c\u958b\u5e02\u5f8c\u50c520\u5206\u9418\uff0c\u6eec\u6df1\u5169\u5e02\u6210\u4ea4\u984d\u7a81\u78341\u842c\u5104\uff0c\u7834\u6b77\u53f2\u6700\u5feb\u842c\u5104\u7d00\u9304\uff0c\u6709\u6210\u4ea4\u4ee3\u8868\u6709\u4eba\u6cbd\uff0c\u88ab\u4e26\u672a\u5982\u9810\u671f\u7684\u6f32\u505c\u9396\u6b7b\uff0c\u6046\u6307\u5c0f\u4f4e\u958b200\u9918\u9ede\u5f8c\uff0c\u4e00\u8def\u56de\u8dcc\u3002 \u5176\u5be6\u56e0\u904e\u53bb4\u500b\u4ea4\u6613\u65e5\u7576\u4e2d\uff0c\u6e2f\u80a1\u5df2\u7d93\u5145\u4efd\u53cd\u6620\uff0c\u751a\u81f3\u904e\u4efd\u53cd\u6620\u4e86A\u80a1\u7684\u6f32\u505c\uff0c10\u6642\u904e\u5f8cA\u80a1\u660e\u986f\u56de\u8dcc\uff0c\u4e0a\u8b49\u6536\u7a84\u5347\u5e45\u81f3\u53ea\u53475%\u4e4b\u4e0b\uff0c\u6e2f\u80a1\u9023\u65e5\u597d\u5009\u7d2f\u7a4d\u4e86\u4e0d\u5c11\u80fd\u91cf\uff0c\u6295\u8cc7\u4eba\u722d\u76f8\u6b62\u8cfa\u8d70\uff0c\u6f14\u8b8a\u6210\u4eba\u8e29\u4eba\uff0c\u6700\u4f4e\u8dcc\u903e2300\u9ede\uff0c\u4f4e\u898b20763\uff0c\u4e4b\u5f8c\u53cd\u5f48\u81f322000\u9ede\u6c34\u5e73\u9644\u8fd1\u3002 \u5468\u4e8c\u4e0b\u5348\u96a8\u8457A\u80a1\u5347\u5e45\u518d\u5ea6\u6536\u7a84\uff0c\u6046\u6307\u518d\u5411\u4e0b\u6bba\u4e00\u8f49\uff0c\u6536\u572820927\u8dcc2173\u9ede\uff0c4\u9ede\u5f8c\u7684\u671f\u8ca8\u66f4\u8dcc\u7834\u65e5\u4f4e\uff0c\u6700\u4f4e\u8dcc\u81f320650\u3002\u6210\u4ea4\u984d\u7834\u6b77\u53f2\u65b0\u9ad8\u81f36204\u5104\u5143\u3002 \u91cd\u56de\u4e0a\u5468\u4e00\uff080930\uff09\u5047\u671f\u524d\u7684\u591c\u671f\u6c34\u5e73\uff0c10\u6708\u4efd\u7684\u5347\u5e45\u7121\u6652\uff0c\u4e00\u5834\u904a\u6232\u4e00\u5834\u5922\u3002 A\u80a1\u6c92\u6709\u6f32\u505c\u6f14\u8b8a\u6e2f\u80a1\u5c0f\u80a1\u707d \u570b\u6176\u5047\u671fA\u80a1\u4f11\u5e02\u671f\u9593\uff0c\u4e2d\u8cc7\u6e2f\u80a1\u72c2\u5077\u6b65\uff0c\u622a\u81f3\u6628\u5929\uff0810\u67087\u65e5\uff09\u6536\u76e4\uff0c\u6216\u53cd\u6620\u4e86A\u80a1\u5169\u500b\u6f32\u505c\uff0c\u76f8\u7576\u8fd120%\u7684A\u80a1\u5347\u5e45\u671f\u671b\uff0c\u4f46\u4eca\u5929\uff0810\u67088\u65e5\uff09A\u80a1\u8868\u73fe\u9023\u4e00\u500b\u6f32\u505c\u90fd\u672a\u5b88\u5f97\u4f4f\uff0c\u671f\u671b\u843d\u7a7a\uff0c\u6e2f\u80a1\u81ea\u7136\u56de\u8dcc\uff0c\u6f14\u8b8a\u6210\u707d\u3002 \u6ce2\u5e45\u6307\u6578\u56de \u6046\u751f\u6ce2\u5e45\u6307\u6578VHSI \u9031\u4e00\uff081007\uff09\u5347\u7834\u4e0a\u5468\u4e09\u9ad8\u4f4d\uff0c\u6700\u9ad8\u81f344.56\uff0c\u572844.50\u8cbc\u65e5\u9ad8\u6536\uff0c\u800c\u6046\u6307\u6628\u5929\u5347\u7834\u6ce2\u6bb5\u9802\uff0c\u6700\u9ad8\u81f323241\u9ede\uff0c\u6046\u6307\u671f\u6b0a\u7684\u5f15\u7533\u6ce2\u5e45\u5347\u81f342~45%\uff0c\u5c31\u662f\u53cd\u6620\u5f85\u8b8a\u7684\u4e0d\u78ba\u5b9a\u56e0\u7d20\u6240\u81f4\uff0c\u4eca\u5929A\u80a1\u958b\u5e02\u4e86\uff0c\u5f15\u4f38\u6ce2\u5e45\u81ea\u7136\u8981\u56de\u8dcc\uff0c\u5373\u4f7f\u4eca\u5929\u6046\u6307\u4e0d\u5347\u4e0d\u8dcc call\u7684\u5f15\u7533\u6ce2\u5e45\u4e5f\u6703\u4e0b\u8dcc2\uff5e3\uff05\u6700\u5c11\uff0c\u82e5\u6046\u6307\u56de\u8dcc1000\u9ede\u9644\u8fd1\uff0c\u6574\u500b\u5347\u6d6a\u6ce2\u6bb5\u6536\u7a84\u4e86\u5347\u5e45\uff0civ\u4e5f\u56de\u8dcc\uff0c\u4f46\u5373\u65e5\u7684\u8dcc\u5e45\u8d85\u904e2000\u9ede\uff0c\u6240\u4ee5\u4eca\u5929\u7684call put iv\u8dcc\u5230\u5e73\u8861\u6c34\u5e73\uff0c\u6ce2\u5e45\u6307\u6578\u56de\u8dcc\u81f340.10\u6536\u5e02\uff0c\u672a\u4f86\u5e7e\u5929\u82e5\u5728\u5343\u9ede\u7684\u6ce2\u5e45\u5167\u4f86\u56de\u9707\u76ea\uff0c\u76f8\u4fe1iv\u6703\u7e7c\u7e8c\u5411\u4e0b\uff0c\u5e45\u5ea6\u6307\u6578\u4e5f\u6703\u56de\u8dcc\u3002 \u8dcc2000\u9ede\u8d85\u51fa\u6211\u9810\u671f \u672c\u4f86\u6211\u6628\u5929\u7684\u60f3\u6cd5\u662f\uff0c \u4eca\u5929A\u80a1\u958b\u5e02\u5347\u505c\u677f\uff0c\u6c92\u6709\u61f8\u5ff5\u5427\uff0c\u6046\u6307\u5247\u6703\u7a0d\u9ad8\u958b\u5f8c\u56de\u8dcc500\u81f3\u4e00\u5343\u9ede\u7684\u5e45\u5ea6\u3002 \u4f46\u4eca\u5929A\u80a1\u6536\u7a84\u5347\u5e45\u4e0d\u52305%\uff0c\u81f4\u4f7f\u6e2f\u80a1\u56de\u8abf\u5e45\u5ea6\u8d85\u51fa\u4e86\u6211\u9810\u671f\u3002 \u9031\u4e00\u6211\u7684\u64cd\u4f5c \u904e\u53bb\u4e09\u661f\u671f\uff0c\u6c92\u6709\u4e00\u5929\u662f\u9592\u8457\uff0c\u9031\u4e00\u6211\u7e7c\u7e8c\u9022\u9ad8short call \uff0c\u9019\u6b21\u4ee5\u6307\u6578\u70ba\u4e3b\uff0c\u9084\u6709\u72c2\u7206\u5347\u7684\u4e2d\u4eba\u58fd\u3002 \u9a30\u8a0a\u53ca \u6bd4\u4e9e\u8fea \u4e5f\u6709short call\u3002 \u9031\u4e8c\u6211\u7684\u64cd\u4f5c \u65e9\u6bb5\u5e73\u4e2d\u4eba\u58fd\u3001\u6e2f\u4ea4\u6240\u3001\u7f8e\u5718\u53ca\u9a30\u8a0ashort call \uff0c\u5f8c\u4f86\u76f4\u63a5\u52a0short put\uff0c\u6709\u6e2f\u4ea4\u6240\u3001\u5e73\u4fdd\u3001\u9a30\u8a0a&#8230; \u4e2d\u6bb5\u53cd\u5f48\u6642\uff0c\u4e5f\u6709\u5e73\u4e00\u5c0f\u91cfshort put\u3002 \u4eba\u58fd\u5e73\u4fdd \u9031\u4e00\uff081007\uff09\u79d1\u6307\u80a1\u4efd\u4e26\u672a\u6709\u5347\u7834\u4e0a\u9031\u4e09\u7684\u9ad8iv\uff0c\u53cd\u800c\u662f\u820a\u7d93\u6fdf\u80a1\uff0c\u4f8b\u5982\u4e2d\u4eba\u58fd\u3001\u5e73\u4fdd&#8230;\u7b49\uff0c\u61a7\u61acA\u80a1\u9694\u65e5\u958b\u5e02\u5347\u505c\u7248\uff0c\u4ee5\u70ba\u5df2\u7d93\u6c92\u6709\u61f8\u5ff5\uff0c\u4e2d\u4eba\u58fd\u9031\u4e00\u72c2\u534712.94\uff05\u6536\u5728\u8cbc\u980220.55\u3002 [&hellip;]"}