有些波動率賣空有“點”risk，如vix。為了保護尾部風險，jpm做法是賣出的同時在deep otm買入put

來源: 見泥扣扣於 2025-07-30 20:56:47 [舊帖] [給我悄悄話] 本文已被閱讀：次

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