高盛的困惑：现在的美股跟危机时刻似的

华尔街见闻2021-08-23

VIX持续高于实际波动反映的水平，随着隐含波动一路向上，VIX期权价格居高不下。高盛指出，市场预计波动接下来会飙升，仿佛在为美股崩溃做准备。上周三全球市场全线下挫，VIX指数一度突破20。与此同时，标普500的实际波动率为7.8%，仅仅位于过去50年的第10个百分位。 VIX持续高于实际波动率反映的水平，随着隐含波动率一路向上，VIX期权价格居高不下，高盛认为其被高估了。上周彭博数据显示，6...

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南京秣陵
2021-08-24
南京秣陵
分析到位，学习了。

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