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https://t.co/cq5kcvWzXE 中文社区每日简报 ===== 发布日期: 2025-07-04 整体市场情绪 ===== 群组整体呈现中性偏谨慎情绪,交易者普遍认为当前市场处于 窄幅震荡 状态,**IV下行** 趋势明显。群组对于 正vega策略 表现不佳达成共识,认为在当前低波动环境下, short vega 策略性价比更高。 热点话题 ===== • 双网格策略 成为群组讨论焦点,将 delta网格 和 vega网格 分离操作,通过 IV突破65-70 时卖出期权减小vega,同时用永续合约配回相同delta • 蝶式策略 在当前 IV下行 环境中盈亏比表现突出,适合价格窄幅震荡的市场状况 • 熊差策略 被推荐用于缩小实际 delta敞口 ,解决卖put最小下单量限制问题
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