老师你好！关于三级衍生品PPT225页对risk reversal策略issues与advatnage的讨论部分，有一段没读懂：
“Importantly, the relative advantage of implementing this long volatility hedging strategy by purchasing calls on the VIX over buying VIX futures depends on the difference in leverage available, the difference in payoff profiles (asymmetrical for options and symmetrical for futures), and the shape of the volatility futures term structure, as well as the cost of the options compared with the cost of the index futures ”
辛苦老师协助解释一下这段英文，谢谢！
