美元兑日元一周波动率上行该期限覆盖美国非农数据

智通财经09:29

【美元兑日元一周波动率上行该期限覆盖美国非农数据】美元兑日元一周隐含波动率上升0.98个波动率点至8.85，该期权期限现已覆盖10月2日美国就业数据带来的事件风险。以美元兑日元当前158.65的价位测算，该水平预示未来一周汇率有78%的概率在156.50至160.64区间波动。随着即期汇率逐步逼近潜在干预区间，对冲美元兑日元下行风险的期权溢价保持稳定；一周期25德尔塔看跌期权相对看涨期权，享有2.34个波动率点溢价。

免责声明：本文观点仅代表作者个人观点，不构成本平台的投资建议，本平台不对文章信息准确性、完整性和及时性做出任何保证，亦不对因使用或信赖文章信息引发的任何损失承担责任。

精彩评论

我们需要你的真知灼见来填补这片空白

发表看法

{"i18n":{"language":"zh_CN"},"isChannel":false,"data":{"share":"https://www.laohunote.com/m/news/2670411492?lang=zh_CN&edition=full","thumbnail":"","is_english":false,"pubTime":"2026-09-25 09:29","share_image_url":"https://static.laohu8.com/6ca2dcdccfa2217fb20a0351f4efe814","id":"2670411492","market":"us","top_or_hot":-1,"title":"美元兑日元一周波动率上行 该期限覆盖美国非农数据","media":"智通财经","content":"<html><body><div>\n<div>\n<b>【美元兑日元一周波动率上行 该期限覆盖美国非农数据】</b>美元兑日元一周隐含波动率上升0.98个波动率点至8.85，该期权期限现已覆盖10月2日美国就业数据带来的事件风险。以美元兑日元当前158.65的价位测算，该水平预示未来一周汇率有78%的概率在156.50至160.64区间波动。随着即期汇率逐步逼近潜在干预区间，对冲美元兑日元下行风险的期权溢价保持稳定；一周期25德尔塔看跌期权相对看涨期权，享有2.34个波动率点溢价。                </div>\n</div></body></html>","source":"live_zhitongcaijing","html":"<!DOCTYPE html>\n<html>\n<head>\n<meta http-equiv=\"Content-Type\" content=\"text/html; charset=utf-8\" />\n<meta name=\"viewport\" content=\"width=device-width,initial-scale=1.0,minimum-scale=1.0,maximum-scale=1.0,user-scalable=no\"/>\n<meta name=\"format-detection\" content=\"telephone=no,email=no,address=no\" />\n<title>美元兑日元一周波动率上行 该期限覆盖美国非农数据</title>\n<style type=\"text/css\">\na,abbr,acronym,address,applet,article,aside,audio,b,big,blockquote,body,canvas,caption,center,cite,code,dd,del,details,dfn,div,dl,dt,\nem,embed,fieldset,figcaption,figure,footer,form,h1,h2,h3,h4,h5,h6,header,hgroup,html,i,iframe,img,ins,kbd,label,legend,li,mark,menu,nav,\nobject,ol,output,p,pre,q,ruby,s,samp,section,small,span,strike,strong,sub,summary,sup,table,tbody,td,tfoot,th,thead,time,tr,tt,u,ul,var,video{ font:inherit;margin:0;padding:0;vertical-align:baseline;border:0 }\nbody{ font-size:16px; line-height:1.5; color:#999; background:transparent; }\n.wrapper{ overflow:hidden;word-break:break-all;padding:10px; }\nh1,h2{ font-weight:normal; line-height:1.35; margin-bottom:.6em; }\nh3,h4,h5,h6{ line-height:1.35; margin-bottom:1em; }\nh1{ font-size:24px; }\nh2{ font-size:20px; }\nh3{ font-size:18px; }\nh4{ font-size:16px; }\nh5{ font-size:14px; }\nh6{ font-size:12px; }\np,ul,ol,blockquote,dl,table{ margin:1.2em 0; }\nul,ol{ margin-left:2em; }\nul{ list-style:disc; }\nol{ list-style:decimal; }\nli,li p{ margin:10px 0;}\nimg{ max-width:100%;display:block;margin:0 auto 1em; }\nblockquote{ color:#B5B2B1; border-left:3px solid #aaa; padding:1em; }\nstrong,b{font-weight:bold;}\nem,i{font-style:italic;}\ntable{ width:100%;border-collapse:collapse;border-spacing:1px;margin:1em 0;font-size:.9em; }\nth,td{ padding:5px;text-align:left;border:1px solid #aaa; }\nth{ font-weight:bold;background:#5d5d5d; }\n.symbol-link{font-weight:bold;}\n/* header{ border-bottom:1px solid #494756; } */\n.title{ margin:0 0 8px;line-height:1.3;color:#ddd; }\n.meta {color:#5e5c6d;font-size:13px;margin:0 0 .5em; }\na{text-decoration:none; color:#2a4b87;}\n.meta .head { display: inline-block; overflow: hidden}\n.head .h-thumb { width: 30px; height: 30px; margin: 0; padding: 0; border-radius: 50%; float: left;}\n.head .h-content { margin: 0; padding: 0 0 0 9px; float: left;}\n.head .h-name {font-size: 13px; color: #eee; margin: 0;}\n.head .h-time {font-size: 11px; color: #7E829C; margin: 0;line-height: 11px;}\n.small {font-size: 12.5px; display: inline-block; transform: scale(0.9); -webkit-transform: scale(0.9); transform-origin: left; -webkit-transform-origin: left;}\n.smaller {font-size: 12.5px; display: inline-block; transform: scale(0.8); -webkit-transform: scale(0.8); transform-origin: left; -webkit-transform-origin: left;}\n.bt-text {font-size: 12px;margin: 1.5em 0 0 0}\n.bt-text p {margin: 0}\n</style>\n</head>\n<body>\n<div class=\"wrapper\">\n<header>\n<h2 class=\"title\">\n美元兑日元一周波动率上行 该期限覆盖美国非农数据\n</h2>\n\n<h4 class=\"meta\">\n\n</h4>\n\n</header>\n<article>\n<html><body><div>\n<div>\n<b>【美元兑日元一周波动率上行 该期限覆盖美国非农数据】</b>美元兑日元一周隐含波动率上升0.98个波动率点至8.85，该期权期限现已覆盖10月2日美国就业数据带来的事件风险。以美元兑日元当前158.65的价位测算，该水平预示未来一周汇率有78%的概率在156.50至160.64区间波动。随着即期汇率逐步逼近潜在干预区间，对冲美元兑日元下行风险的期权溢价保持稳定；一周期25德尔塔看跌期权相对看涨期权，享有2.34个波动率点溢价。                </div>\n</div></body></html>\n\n<div class=\"bt-text\">\n\n\n<p> 来源：<a href=\"https://www.zhitongcaijing.com/immediately.html?type=usstock\">智通财经</a> </p>\n\n<p>为提升您的阅读体验，我们对本页面进行了排版优化</p>\n\n</div>\n\n</article>\n</div>\n</body>\n</html>\n","isBrief":false,"type":0,"news_type":1,"symbol":"TESL","symbol_name":"Simplify Volt TSLA Revolution ETF","start_time":0,"source_url":"https://www.zhitongcaijing.com/immediately.html?type=usstock","article_id":"2670411492","we_media_id":null,"thumbnails":[],"rights":null,"url":"https://stock-news.laohu8.com/highlight/detail?id=2670411492","pubTimestamp":1790299787,"columns":[],"sourceInfo":{"source_id":"live_zhitongcaijing","name":"智通财经网"},"weMediaInfo":null,"summary":"【美元兑日元一周波动率上行 该期限覆盖美国非农数据】美元兑日元一周隐含波动率上升0.98个波动率点至8.85，该期权期限现已覆盖10月2日美国就业数据带来的事件风险。以美元兑日元当前158.65的价位","collect":0,"end_time":0,"defaultTopTitle":"zhitongcaijing.com","property":[],"viewcount":null,"language":"zh","relate_stocks":{"TESL":"Simplify Volt TSLA Revolution ETF","TSDD":"2倍做空TSLA ETF-GraniteShares","TSLY":"TSLA期权收益策略ETF-YieldMax","VXZ":"中期波动率指数期货ETN","TSL":"1.25倍做多TSLA ETF-GraniteShares","TEST":"YieldMax TSLA Performance & Distribution Target 25 ETF","09766":"南方两倍做多特斯拉-U","TSLZ":"2倍做空TSLA ETF-T-Rex","SPQ":"SIMPLIFY US EQUITY PLUS QIS ETF","TSYY":"收益增强TSLA ETF-GraniteShares","TSLG":"2倍做多TSLA ETF-Leverage Shares","IWMY":"Defiance R2000 Enhanced Options & 0DTE Income ETF","ELOL":"Leverage Shares 100% TSLA and 100% SPCX Daily ETF","QVOL":"Infrastructure Capital Nasdaq Option Income ETF","TSLI":"2倍做多TSLA ETF-ProShares","LBAY":"Leatherback Long/Short Alternative Yield ETF","TSLL":"2倍做多TSLA ETF-Direxion","NVBU":"AllianzIM U.S. Equity Buffer15 Uncapped Nov ETF","TLA":"GraniteShares Autocallable TSLA ETF","07766":"南方两倍做多特斯拉","FOXY":"Simplify Currency Strategy ETF","TSLP":"TSLA收益溢价策略ETF-Kurv","FMAY":"FT Vest U.S. Equity Buffer ETF - May","TSLQ":"2倍做空TSLA ETF-Tradr","ULE":"ProShares Ultra Euro","09366":"南方两倍做空特斯拉-U","CRSH":"做空TSLA 期权收益策略ETF-YieldMax","07366":"南方两倍做空特斯拉","TSLR":"2倍做多TSLA ETF-GraniteShares","TSLO":"2倍上限加速TSLA ETF-Leverage Shares","WTID":"MICROSECTORS ENERGY -3X INVERSE LEVERAGED ETN","TSLS":"1倍做空TSLA ETF-Direxion","TSLT":"2倍做多TSLA ETF-T-Rex","TESC":"Corgi TSLA 2x Daily ETF","TSLW":"TSLA周配息ETF-Roundhill","TSII":"REX TSLA Growth & Income ETF"},"translate_title":"USD/JPY weekly volatility rose, covering US non-farm payroll data.","themeId":null,"isJumpTheme":false,"ttsUrl":null,"symbols_score_info":{"IWMY":1.5,"ELOL":0.6,"CRSH":0.6,"VXZ":1.5,"TESC":0.6,"TSYY":0.6,"TSLT":0.6,"ULE":1.5,"FOXY":1.5,"TESL":0.6,"QVOL":1.5,"TSLQ":0.6,"TSLW":0.6,"TSLL":0.6,"07366":0.6,"LBAY":1.5,"TSLZ":0.6,"NVBU":1.5,"TSLI":0.6,"TSLG":0.6,"TSDD":0.6,"TSLR":0.6,"TSL":0.6,"TSLS":0.6,"TSLO":0.6,"TLA":0.6,"TEST":0.6,"09766":0.6,"SPQ":1.5,"09366":0.6,"TSLY":0.6,"FMAY":1.5,"07766":0.6,"WTID":1.5,"TSII":0.6,"TSLP":1.5},"content_text":"【美元兑日元一周波动率上行 该期限覆盖美国非农数据】美元兑日元一周隐含波动率上升0.98个波动率点至8.85，该期权期限现已覆盖10月2日美国就业数据带来的事件风险。以美元兑日元当前158.65的价位测算，该水平预示未来一周汇率有78%的概率在156.50至160.64区间波动。随着即期汇率逐步逼近潜在干预区间，对冲美元兑日元下行风险的期权溢价保持稳定；一周期25德尔塔看跌期权相对看涨期权，享有2.34个波动率点溢价。","kind":"live","is_publish_news":true,"is_publish_highlight":false,"is_publish_live":true,"is_publish_wemedia":false,"editions":null,"column":"","sentiment":"0","news_tag":"","news_rank":0,"isVideo":false,"video":null,"symbols":[],"gpt_button":0,"need_auth":false,"need_login_tip":false,"code":"91000000","status":"200"},"commentList":[],"isCommentEnd":true,"newsSizeData":{"likeSize":0,"commentSize":0,"repostSize":0,"favoriteSize":0,"likeStatus":false,"favoriteStatus":false},"APP":{"userAgent":"Mozilla/5.0 AppleWebKit/537.36 (KHTML, like Gecko; compatible; ClaudeBot/1.0; +claudebot@anthropic.com)","isDev":false,"isTTM":false,"isLaohu8Offline":false,"tenantId":"TBCN","deviceId":"web-server-community-laohu8-v3","version":"4.50.1","shortVersion":"4.50.1","platform":"web","vendor":"web","appName":"laohu8","isIOS":false,"isAndroid":false,"isTiger":false,"isTHS":false,"isWeiXin":false,"isWeiXinMini":false,"isWeiBo":false,"isQQ":false,"isBaiduSwan":false,"isBaiduBox":false,"isDingTalk":false,"isToutiao":false,"isOnePlus":false,"isHuaWei":false,"isXiaomi":false,"isXiaomiWebView":false,"isOppo":false,"isVivo":false,"isSamsung":false,"isMobile":false},"href":"/m/news/2670411492","isCrawlerRequest":true}

美元兑日元一周波动率上行 该期限覆盖美国非农数据

精彩评论

美元兑日元一周波动率上行该期限覆盖美国非农数据