慧_4909
04-17
大师推荐关注哪支具体VIX期权标的?!在当下市道
@捷克Jack:
【期权异动】VIX交易才是四月的核心!
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class=\"t-img-caption\"><img src=\"https://static.tigerbbs.com/932b781062f4eabbd669860afbdf6a68\" tg-width=\"1333\" tg-height=\"516\"></p><p>普通投资者可能容易忽略 <a data-mention-id=\"VIX\" class=\"teditor-mention\" data-mention-name=\"标普500波动率指数\" href=\"https://laohu8.com/S/VIX\">$标普500波动率指数(VIX)$</a> 的期权,反应 <a data-mention-id=\".SPX\" class=\"teditor-mention\" data-mention-name=\"标普500\" href=\"https://laohu8.com/S/.SPX\">$标普500(.SPX)$</a> 的波动,它是性价比较高的“对冲”标的。</p><p>记住以下几点:</p><ul style=\"\"><li><p>指数的期权交易都是现金结算,所以Sell PUT这种交易,也不会存在“接股”的情况。</p></li><li><p>VIX是市场对<strong>未来</strong>30天内波动性的预期,不是衡量当前或过去波动性的指标。</p></li><li><p>VIX的期权有一个“Rule Of 16”的规则,准确的说是15.87,是 252(一年中的交易日数)的平方根。如果VIX在16,则SPX预计日均波动1%;如果VIX为24,每日波动可能约为1.5%;如果为32,则每日波动可能为2%。</p></li><li><p>VIX的IV一般是有严重的偏度Skewness的,因为大部分时候,投资者更热衷于交易Call来对冲,因此PUT的交易量远小于CALL(买方)。</p></li></ul><p>从4月以来,一直就稳步上升,最近两天量价齐升,也代表恐慌情绪比此前提升了一个台阶。</p><p class=\"t-img-caption\"><img src=\"https://static.tigerbbs.com/61125a93ed9d8e6ace7f15b74518c1a8\" tg-width=\"1776\" tg-height=\"766\"></p><p>昨天的交易量也创下了今年新高。</p><p class=\"t-img-caption\"><img src=\"https://static.tigerbbs.com/d24998e2697c113d81a061a8f98ffe1a\" tg-width=\"948\" tg-height=\"661\"></p><p>就4月16日的VIX变化来看,本来应该是回落的,但是尾盘再度拉起,也代表了市场预期短期内并不是那么快回落。</p><p>而5月22日到期的18行权价的CALL,在4月16日的交易中,增加了62%的未平仓量。</p><p>同时,13.5的PUT未平仓量增加了5万张,近乎增加了一倍,而且大部分是Sell,15-16的PUT也有大量的新增未平仓。</p><p class=\"t-img-caption\"><img src=\"https://static.tigerbbs.com/77cbe0fdf53bf874b2421703b114a7af\" tg-width=\"1353\" tg-height=\"600\"></p><p>总之,4月的VIX交易是重要的一环,无论是的当月,还是下两个月的期权链,都可能继续保持相对较高的交易热度。</p></body></html>","htmlText":"<html><head></head><body><p>“恐惧和贪婪”指数已经再次回落到“恐惧”的区间</p><p class=\"t-img-caption\"><img src=\"https://static.tigerbbs.com/932b781062f4eabbd669860afbdf6a68\" tg-width=\"1333\" tg-height=\"516\"></p><p>普通投资者可能容易忽略 <a data-mention-id=\"VIX\" class=\"teditor-mention\" data-mention-name=\"标普500波动率指数\" href=\"https://laohu8.com/S/VIX\">$标普500波动率指数(VIX)$</a> 的期权,反应 <a data-mention-id=\".SPX\" class=\"teditor-mention\" data-mention-name=\"标普500\" href=\"https://laohu8.com/S/.SPX\">$标普500(.SPX)$</a> 的波动,它是性价比较高的“对冲”标的。</p><p>记住以下几点:</p><ul style=\"\"><li><p>指数的期权交易都是现金结算,所以Sell PUT这种交易,也不会存在“接股”的情况。</p></li><li><p>VIX是市场对<strong>未来</strong>30天内波动性的预期,不是衡量当前或过去波动性的指标。</p></li><li><p>VIX的期权有一个“Rule Of 16”的规则,准确的说是15.87,是 252(一年中的交易日数)的平方根。如果VIX在16,则SPX预计日均波动1%;如果VIX为24,每日波动可能约为1.5%;如果为32,则每日波动可能为2%。</p></li><li><p>VIX的IV一般是有严重的偏度Skewness的,因为大部分时候,投资者更热衷于交易Call来对冲,因此PUT的交易量远小于CALL(买方)。</p></li></ul><p>从4月以来,一直就稳步上升,最近两天量价齐升,也代表恐慌情绪比此前提升了一个台阶。</p><p class=\"t-img-caption\"><img src=\"https://static.tigerbbs.com/61125a93ed9d8e6ace7f15b74518c1a8\" tg-width=\"1776\" tg-height=\"766\"></p><p>昨天的交易量也创下了今年新高。</p><p class=\"t-img-caption\"><img src=\"https://static.tigerbbs.com/d24998e2697c113d81a061a8f98ffe1a\" tg-width=\"948\" tg-height=\"661\"></p><p>就4月16日的VIX变化来看,本来应该是回落的,但是尾盘再度拉起,也代表了市场预期短期内并不是那么快回落。</p><p>而5月22日到期的18行权价的CALL,在4月16日的交易中,增加了62%的未平仓量。</p><p>同时,13.5的PUT未平仓量增加了5万张,近乎增加了一倍,而且大部分是Sell,15-16的PUT也有大量的新增未平仓。</p><p class=\"t-img-caption\"><img src=\"https://static.tigerbbs.com/77cbe0fdf53bf874b2421703b114a7af\" tg-width=\"1353\" tg-height=\"600\"></p><p>总之,4月的VIX交易是重要的一环,无论是的当月,还是下两个月的期权链,都可能继续保持相对较高的交易热度。</p></body></html>","text":"“恐惧和贪婪”指数已经再次回落到“恐惧”的区间 普通投资者可能容易忽略 $标普500波动率指数(VIX)$ 的期权,反应 $标普500(.SPX)$ 的波动,它是性价比较高的“对冲”标的。 记住以下几点: 指数的期权交易都是现金结算,所以Sell PUT这种交易,也不会存在“接股”的情况。 VIX是市场对未来30天内波动性的预期,不是衡量当前或过去波动性的指标。 VIX的期权有一个“Rule Of 16”的规则,准确的说是15.87,是 252(一年中的交易日数)的平方根。如果VIX在16,则SPX预计日均波动1%;如果VIX为24,每日波动可能约为1.5%;如果为32,则每日波动可能为2%。 VIX的IV一般是有严重的偏度Skewness的,因为大部分时候,投资者更热衷于交易Call来对冲,因此PUT的交易量远小于CALL(买方)。 从4月以来,一直就稳步上升,最近两天量价齐升,也代表恐慌情绪比此前提升了一个台阶。 昨天的交易量也创下了今年新高。 就4月16日的VIX变化来看,本来应该是回落的,但是尾盘再度拉起,也代表了市场预期短期内并不是那么快回落。 而5月22日到期的18行权价的CALL,在4月16日的交易中,增加了62%的未平仓量。 同时,13.5的PUT未平仓量增加了5万张,近乎增加了一倍,而且大部分是Sell,15-16的PUT也有大量的新增未平仓。 总之,4月的VIX交易是重要的一环,无论是的当月,还是下两个月的期权链,都可能继续保持相对较高的交易热度。","highlighted":1,"essential":2,"paper":2,"link":"https://laohu8.com/post/296204702994592","repostId":0,"isVote":1,"tweetType":1,"commentLimit":10,"symbols":["SPY","QQQ","NDX",".SPX","VIX"],"verified":2,"subType":0,"readableState":1,"langContent":"CN","currentLanguage":"CN","warmUpFlag":false,"orderFlag":false,"shareable":true,"causeOfNotShareable":"","featuresForAnalytics":[],"commentAndTweetFlag":false,"upFlag":false,"length":1045,"xxTargetLangEnum":"ZH_CN"},"isVote":1,"tweetType":1,"viewCount":164,"commentLimit":10,"likeStatus":false,"favoriteStatus":false,"reportStatus":false,"symbols":[],"verified":2,"subType":0,"readableState":1,"langContent":"CN","currentLanguage":"CN","warmUpFlag":false,"orderFlag":false,"shareable":true,"causeOfNotShareable":"","featuresForAnalytics":[],"commentAndTweetFlag":false,"upFlag":false,"length":43,"xxTargetLangEnum":"ZH_CN"},"commentList":[],"isCommentEnd":true,"isTiger":false,"isWeiXinMini":false,"url":"/m/post/296244000063768"}
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