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袁骏:日元期权如何交易?期权金与盈利的两难抉择

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9.3 袁骏:日元期权如何交易?期权金与盈利的两难抉择袁骏:日元期权如何交易?期权金与盈利的两难抉择

本期内容

大家好,我是袁骏,欢迎来到见闻大师课《美债&汇率的交易之道》。上节我们介绍了欧元期权交易的盈利逻辑,本节将目光投向日本市场,探讨日元期权交易的三种方式。

日元经常会使用期权交易,分别有以下三种方式:

方法一:Call

第一个是简单的Call,比如买入一个3个月的Call at the money,图中显示的价格是148.8日元/美元(以下省略单位)。大家可以看到,此时Delta是35%,说明3个月后USDJPY维持现价的几率只有35%。Delta可以理解为概率,假如没有任何方向的判断,现在的10块钱在未来还是10块钱的概率可能是50%,类似的USDJPY3个月后在同样价位的概率只有35%。为什么呢?......

袁骏:日元期权如何交易?期权金与盈利的两难抉择

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