20250917-五矿期货-金融期权策略早报_19页_1mb

当前市场显示多头反弹，恐慌指数VIX持续下降，隐含波动率（IV）上升至偏高水平。策略建议以偏多头为主，如构建牛市价差（BULLISH SPREAD）和delta对冲头寸，同时强调关注下行风险（DOWNSIDE RISK）以防范宏观因素影响。市场人气改善，但对美联储会议前的大盘（LARGE CAP）多头头寸需谨慎。

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