<\/p>\n\u8de8\u5f0f\u4e0b\u6ce8\u4e00\u79cd\u4e3a\u4e3b\u52a8\u8de8\u5f0f\u4e0b\u6ce8\uff0c\u724c\u624b\u53ef\u81ea\u884c\u9009\u62e9\u662f\u5426\u8fdb\u884c\u8de8\u5f0f\u4e0b\u6ce8\uff0c\u662f\u5176\u72ec\u7acb\u4f5c\u51fa\u7684\u9009\u62e9\uff0c\u53e6\u4e00\u79cd\u4e3a\u88ab\u52a8\u8de8\u5f0f\u4e0b\u6ce8\uff0c\u8fd9\u79cd\u662f\u5f3a\u5236\u67aa\u53e3\u4f4d\u8fdb\u884c\u8de8\u5f0f\u4e0b\u6ce8\u5fb7\u4fe1\u7ade\u6280\uff0c\u8de8\u5f0f\u4e0b\u6ce8\u53c8\u88ab\u79f0\u4f5c\u9a91\u5899\u6ce8\uff0c\u5728\u7ebf\u4e0b\u57fa\u7840\u684c\u4e2d\u5df2\u7136\u62e5\u6709\u76f8\u5f53\u957f\u7684\u5386\u53f2\uff0c\u73b0\u5728\u6b63\u9010\u6e10\u5f00\u59cb\u5728\u7f51\u4e0a\u57fa\u7840\u684c\u5174\u76db\u8d77\u6765\uff0c\u7ebf\u4e0b\u57fa\u7840\u684c\u7684\u8de8\u5f0f\u4e0b\u6ce8\u5206\u4e3a\u4e24\u79cd\u7c7b\u578b \u3002<\/p>\n
\u5206\u522b\u6765\u770b\uff0c\u4e8c\u8005\u5b58\u5728\u7740\u8fd9\u6837\u7684\u4e0d\u4e00\u6837\u4e4b\u5904\uff0c\u5728\u524d\u9762\u7684\u90a3\u79cd\u60c5\u51b5\u4e4b\u4e0b\uff0c\u5c06\u4f1a\u5b58\u5728\u591a\u4e2a\u505a\u51faStraddle\u8fd9\u6837\u884c\u4e3a\u7684\u724c\u624b\uff0c\u7136\u800c\u5728\u540e\u9762\u7684\u90a3\u79cd\u60c5\u5f62\u4e4b\u4e2d\uff0c\u5374\u662f\u56fa\u5b9a\u5730\u4ec5\u6709\u5904\u4e8eUTG\u4f4d\u7684\u724c\u624b\u53bb\u505aStraddle\u3002\u4e00\u773c\u770b\u53bb\uff0c\u5b58\u5728Straddle\u7684\u6ca7\u5dde\u8ddf\u4e0d\u5b58\u5728Straddle\u7684\u6ca7\u5dde\u6ca1\u592a\u5927\u5dee\u5f02\uff0c\u4e0d\u5c31\u662f\u591a\u4e86\u4e9bStraddle\u561b\uff01\u4f46\u5b9e\u9645\u4e0a\uff0c\u5728Straddle\u6ca7\u5dde\u7684\u57fa\u672c\u684c\u91cc\uff0c\u4f60\u6240\u9700\u7684\u7b56\u7565\u548c\u57fa\u672c\u684c\u5b8c\u5168\u4e0d\u540c\uff0c\u5728\u7b56\u7565\u6b63\u786e\u7684\u6761\u4ef6\u4e0b\uff0c\u4f60\u8eab\u5904Straddle\u5c40\u65f6\u7684\u8d62\u5229\u76f8\u8f83\u4e8e\u65e0Straddle\u5c40\u4f1a\u6709\u975e\u5e38\u663e\u8457\u7684\u63d0\u5347\u3002\u63a5\u4e0b\u6765\u6211\u4eec\u4f1a\u9488\u5bf9Straddle\u5c40\u7684\u7279\u70b9\u4ee5\u53ca\u5bf9Straddle\u5c40\u7684\u7b56\u7565\u8bf4\u8d77\u3002<\/p>\n
<\/p>\n
\u6700\u521d\uff0cStraddle\u5c40\u91cc\uff0c\u7ffb\u724c\u524d\u7684\u5e95\u6c60\u53d8\u5f97\u66f4\u5927\u5566\u3002\u5047\u8bbe\u4eba\u4eec\u73a9\u7684\u662f\u666e\u901aStraddle\u57fa\u7840\u684c\uff0c\u4e5f\u5c31\u662f\u4ec5\u6709UTG\u8fd9\u4e00\u4e2aStraddler\u3002\u7ea7\u522b\u539f\u672c\u662f1 – 2\uff0c\u73b0\u5728\u53d8\u4e3a\u4e861 – 2 – 4\uff0c\u539f\u672c\u7ffb\u724c\u524d\u7684\u5e95\u6c60\u4ece3\u53d8\u6210\u4e867\uff0c\u6b7b\u94b1\u589e\u591a\u4e86\u3002\u5018\u82e5\u4f9d\u7167\u89c4\u8303\u7684\u5f00\u6c60\u9650\u5ea6\u4e8c\u70b9\u4e94\u81f3\u4e09BB\u6765\u8fdb\u884c\u6d4b\u7b97\uff0c\u4e8e\u4e00\u81f3\u4e8c\u7684\u57fa\u672c\u684c\u5f53\u4e2d\uff0c\u5f53\u4f60\u5b9e\u65bd\u5145\u6ce8\u5f00\u6c60\u64cd\u4f5c\u65f6\uff0c\u5f00\u6c60\u6ce8\u7801\u4f1a\u5904\u4e8e\u4e94\u81f3\u516d\u7684\u8303\u56f4\u4e2d\u95f4\uff0c\u800c\u5728Straddle\u5c40\u91cc\uff0c\u5f53\u4f60\u540c\u6837\u4f9d\u636e\u4e8c\u70b9\u4e94\u81f3\u4e09BB\u7684\u5f00\u6c60\u9650\u5ea6\u6765\u5f00\u5c55\u5145\u6ce8\u5f00\u6c60\u884c\u4e3a\u65f6\uff0c\u5c3a\u5bf8\u76f2\u7531\u4e00\u81f3\u4e8c\u8f6c\u53d8\u4e3a\u4e86\u4e8c\u70b9\u4e09\u4e09\u81f3\u56db\u70b9\u516d\u516d\uff0c\u90a3\u4e48\u4f60\u76f8\u5e94\u7684\u5f00\u6c60\u6ce8\u7801\u5c31\u53d8\u4e3a\u4e86\u5341\u4e00\u70b9\u516d\u4e94\u81f3\u5341\u4e09\u70b9\u4e5d\u516b\u3002<\/p>\n
\u539f\u672c\uff0cStraddle\u5c40\u91cc\u7684\u5b9e\u9645\u60c5\u5f62\u76f8\u8f83\u4e8e\u89c4\u8303\u7684\u72b6\u51b5\u4f1a\u66f4\u4e3a\u590d\u6742\uff0c\u9274\u4e8eUTG\u5df2\u7ecf\u6295\u5165\u4e864\uff0c\u8981\u662f\u6709\u4e00\u540d\u8ddf\u6ce8\u8005\u8fdb\u5165\u5316\u7caa\u6c60\uff0cUTG\u4fbf\u53ef\u80fd\u83b7\u53d6\u5f88\u597d\u7684\u5e95\u6c60\u8d54\u7387\u8fdb\u5165\u5316\u7caa\u6c60\uff0c\u5904\u4e8e\u5176\u4ed6\u4f4d\u7f6e\u7684\u9009\u624b\u8981\u662f\u8003\u8651\u5230\u8fd9\u79cd\u60c5\u5f62\uff0c\u4ed6\u4eec\u8ddf\u6ce8\u7684\u9891\u7387\u4e5f\u4f1a\u63d0\u9ad8\uff0c\u6240\u4ee5\u4e3a\u4e86\u51cf\u5c11\u8fd9\u79cd\u591a\u4eba\u5e95\u6c60\u60c5\u51b5\u7684\u53d1\u751f\uff0c\u4f5c\u4e3a\u7ffb\u724c\u524d\u7684\u9996\u4e2a\u5171\u521b\u6587\u660e\u57ce\u5e02\u5b9e\u9645\u7684\u52a0\u6ce8\u989d\u5ea6\u4f1a\u8fdc\u6bd411.65\u81f313.98\u9ad8\u3002<\/p>\n
\u8fd9\u7c7b\u5728\u7ffb\u724c\u524d\u5448\u73b0\u52a8\u6001\u6027\u53d8\u5316\u7684\u60c5\u51b5\uff0c\u81f4\u4f7f\u4e86Straddle\u5c40\u7684\u7b2c\u4e8c\u4e2a\u7279\u6027\uff0c\u4f60\u6240\u5177\u5907\u7684\u5408\u7406\u4e3b\u529b\u8d44\u91d1\u53d1\u751f\u7684\u8d28\u548c\u91cf\u7684\u76f8\u4e92\u8f6c\u5316\u89c4\u5f8b\u53d8\u5c11\u4e86\uff0c\u7ffb\u724c\u4e4b\u540eSPR\u503c\u53d8\u5f97\u66f4\u4f4e\u3002\u539f\u672c\u57281 – 2\u8fd9\u79cd\u8bbe\u5b9a\u4e2d\u5e26\u5230200\u65f6\u662f100BB\uff0c\u5728\u62e5\u67094\u7684Straddle\u4e4b\u540e\uff0c\u4f60\u6240\u62e5\u6709\u7684\u5408\u7406\u4e3b\u529b\u8d44\u91d1\u91cf\u660e\u663e\u65e0\u6cd5\u8fbe\u5230100BB\u4e86\uff0c\u4ee54.66\u4f5c\u4e3aBB\u6765\u8fdb\u884c\u6d4b\u7b97\u63a5\u8fd143BB\uff0c\u518d\u52a0\u4e0a\u7ffb\u724c\u524d\u81f3\u5c116BB\u7684\u5f00\u6c60\uff0c\u54ea\u6015\u4ec5\u4ec5\u53ea\u6709\u4e00\u4e2a\u4eba\u8ddf\u6ce8\uff0c\u7ffb\u724c\u540e\u7684\u5e95\u6c60\u6700\u5c11\u4e3a13BB\uff0cSPR\u63a5\u8fd13 \u3002<\/p>\n
\u9996\u5148\u5145\u5206\u8003\u91cf\uff0c\u51ed\u501f\u57fa\u672c\u4e3b\u529b\u8d44\u91d1\u91cf\uff0c\u6240\u80fd\u5e26\u6765\u7684\u6548\u5e94\uff0c\u8fdb\u800c\u8fdb\u5165\u5230\u7ffb\u724c\u9636\u6bb5\u540e\uff0cSPR\u503c\u8fc7\u9ad8\u6216\u8005\u8fc7\u4f4e\uff0c\u57fa\u672c\u4e0a\u4e0d\u5b58\u5728\u5b9e\u884c\u64cd\u4f5c\u5f97\u4ee5\u65bd\u5c55\u7684\u7a7a\u95f4\u9886\u57df\uff0c\u724c\u624b\u4e4b\u95f4\u7684\u884c\u52a8\u8868\u73b0\uff0c\u4e5f\u662f\u76f8\u5bf9\u8f83\u4e3a\u76f4\u63a5\u7684\uff0c\u5728\u8fd9\u6837\u7684\u5f53\u53e3\u65f6\u6bb5\uff0c\u90e8\u4f4d\u6240\u5177\u5907\u7684\u5fc5\u8981\u6027\uff0c\u663e\u8457\u9012\u589e\u63d0\u9ad8\u3002<\/p>\n
\u76f8\u5bf9\u6bd4\u8f83\u666e\u904d\u7684\u60c5\u5f62\u662f\uff0c\u8981\u662f\u4f60\u8fdb\u884c\u6ce8\u6ce8\u5e76\u5f00\u542f\u5e95\u6c60\uff0c\u6709\u4e24\u4f4d\u53c2\u8d5b\u9009\u624b\u8ddf\u7740\u52a0\u6ce8\uff0c\u7ffb\u724c\u5448\u73b0\u4e3aAXX\uff0c\u4f60\u5b9e\u65bdC – BET\u64cd\u4f5c\uff0c\u5176\u4e2d\u4e00\u4eba\u5f03\u724c\uff0c\u53e6\u4e00\u4eba\u8ddf\u6ce8\uff0c\u8f6c\u724c\u51fa\u73b0\u7a7a\u767d\u724c\uff0c\u5018\u82e5\u4f60\u6ca1\u6709A\uff0cSPR\u503c\u5df2\u7136\u6781\u4f4e\uff0c\u57fa\u672c\u4e0a\u4f60\u4f1a\u9009\u62e9\u8fc7\u724c\uff0c\u653e\u5f03\u8fd9\u4e2a\u5e95\u6c60\u3002\u7136\u800c\u8981\u662f\u4f60\u6709\u4f4d\u7f6e\u4e0a\u7684\u4f18\u52bf\uff0c\u7ffb\u724c\u4e4b\u540e\u4f60\u5c5e\u4e8e\u6700\u540e\u4e00\u4e2a\u884c\u52a8\uff0c\u8f6c\u724c\u65f6\u5bf9\u624b\u8fc7\u724c\u540e\uff0c\u4f60\u4e5f\u80fd\u591f\u8fc7\u4e00\u5f20\u514d\u8d39\u724c\uff0c\u6216\u8005\u4f9d\u636e\u5bf9\u5bf9\u624b\u7684\u4e86\u89e3\u7a0b\u5ea6\u51b3\u5b9a\u662f\u5426\u8fdb\u884c\u8bc8\u552c\u3002<\/p>\n
<\/p>\n
\u5728\u5b58\u5728\u90e8\u4f4d\u8fd9\u79cd\u72b6\u51b5\u65f6\uff0c\u867d\u8f6c\u724c\u5708\u91cc\u4f60\u8ddf\u654c\u4eba\u90fd\u8fc7\u724c\uff0c\u8fd9\u5bf9\u5f7c\u6b64\u724c\u529b\u6ca1\u4ea7\u751f\u5f71\u54cd\uff0c\u7136\u800c\u5728\u4fe1\u606f\u4e0d\u5bf9\u79f0\u8fd9\u4e2a\u524d\u63d0\u4e4b\u4e0b\uff0c\u5f7c\u6b64\u724c\u5e93\u7684EV\u5374\u56e0\u90fd\u8fc7\u724c\u800c\u53d1\u751f\u4e86\u6539\u53d8\uff0c\u4e2d\u5bf9\u5177\u5907\u4e86\u6311\u660e\u4ef7\u503c\u4ee5\u53ca\u6293\u8bc8\u552c\u7684\u53ef\u80fd\u6027\u3002<\/p>\n
\u8981\u662f\u5728\u4e00\u5230\u4e8c\u7684\u57fa\u672c\u684c\u90a3\u8fb9\uff0c\u5047\u8bbe\u6240\u6709\u4eba\u90fd\u662f\u5e26\u7740\u4e8c\u767e\u6765\u7684\uff0c\u5c31\u6bd4\u5982\u8bf4\u4e8c\u5341\u4e8c\u5230\u4e03\u5341\u4e03\u7684\u5c0f\u5bf9\u5b50\u57fa\u672c\u4e0a\u5168\u662f\u4f1a\u6709\u8d54\u7387\u8fdb\u5230\u5316\u7caa\u6c60\u4e4b\u4e2d\u5c1d\u8bd5\u53bb\u8ffd\u6697\u4e09\u6761\u7684\uff0c\u540c\u8272\u7cfb\u8fde\u5f20\u724c\u751a\u81f3\u8fd8\u80fd\u591f\u8fdb\u884c\u4e09\u62bc\u6ce8\u3002\u7136\u800c\u5728\u8de8\u8ddf\u6ce8\u724c\u5c40\u5904\uff0c\u5f53\u62ff\u7740\u5c0f\u5bf9\u5b50\u7684\u65f6\u5019\u662f\u6781\u5c11\u6709\u7740\u8db3\u591f\u7684\u8d54\u7387\u8ba9\u4f60\u53bb\u8ffd\u6697\u4e09\u6761\u7684\uff0c\u540c\u8272\u7cfb\u8fde\u5f20\u724c\u7684\u53cd\u5411\u8d54\u7387\u589e\u5927\uff0c\u5bf9\u4e8e\u7ffb \u724c\u7684\u8981\u6c42\u7279\u522b\u9ad8\uff0c\u5728\u591a\u4eba\u5e95\u6c60\u4e2d\u51fb\u4e2d\u9876\u5bf9\u53d7\u5230\u538b\u5236\u7684\u6982\u7387\u589e\u52a0\uff0c\u62bd\u540c\u82b1\u540c\u6837\u5b58\u5728\u88ab\u538b\u5236\u7684\u53ef\u80fd\u6027\u3002\u7b80\u800c\u8a00\u4e4b\uff0c\u4e8eStraddle\u5c40\u91cc\uff0c\u7ffb\u724c\u524d\u5c0f\u5bf9\u8054\u4ee5\u53ca\u540c\u8272\u724c\u7684EV\u663e\u8457\u964d\u4f4e\u4e86\uff0c\u7136\u800c\u5728Straddle\u4f4d\u5374\u662f\u4f8b\u5916\uff0c\u3002<\/p>\n
\u5927\u4f53\u800c\u8a00\uff0c\u4e8eStraddle\u5c40\u91cc\uff0c\u8981\u662f\u53c2\u8d5b\u9009\u624b\u4eec\u5168\u90fd\u51ed\u501f\u57fa\u672c\u684c\u4e2d100BB\u7684\u643a\u5e26\u91cf\u6765\u8fdb\u884c\u6e38\u620f\uff0c\u5b9e\u9645\u4e0a\u5927\u5bb6\u90fd\u8fd1\u4e4e\u662f\u77ed\u7b79\u7801\u72b6\u6001\uff0c\u7ffb\u724c\u524d\u7684\u52a0\u6ce8\u5f00\u6c60\u7406\u5e94\u591a\u4ee5\u4ef7\u503c\u4f5c\u4e3a\u4e3b\u8981\u5bfc\u5411\uff0c\u7ffb\u724c\u540e\u662f\u5426\u4e0b\u6ce8\u4e3b\u8981\u8003\u91cf\u7684\u5927\u6982\u4e5f\u5e94\u662f\u80fd\u5426\u83b7\u53d6\u4ef7\u503c\uff0c\u4ee5\u53ca\u4ee5\u534a\u8bc8\u552c\u4e3a\u4e3b\uff0c\u7b56\u7565\u4ece\u6574\u4f53\u4e0a\u6765\u8bf4\u5e94\u5f53\u4ee5\u7b80\u6d01\u76f4\u63a5\u4e3a\u6700\u4f18\uff0c\u3002<\/p>\n
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<\/p>\n","protected":false},"excerpt":{"rendered":"
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