对冲方法 - 利用VIX可能的暴涨应对大势可能的暴跌。
Call Ratio Backspread ---- VIX
At June 20, vix value is 32$ now:
Buy 2 vix call of 50$ at Nov 18
Sell 1 vix call of 40$ at Nov 18
After bought, you need to monitor it to avoid expire approach, do not hold it to the expiry date to avoid max loss, eg 1000$ in pic.
Maybe after one/two months you need to close this trade and buy a new one hedge again. if market not crash yet.
five mon
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