hengheng
2019-12-27
最近太邪门了。美股三个股指
$纳斯达克(.IXIC)$
$道琼斯(.DJI)$
$标普500ETF(SPY)$
一个劲上涨,按正常规律波动率该持续下跌才对,波动率
$二倍做多VIX波动率指数短期期权ETN(TVIX)$
$1.5倍做多波动率指数短期期货ETF-ProShares(UVXY)$
却迟迟不动。怕是大盘有一波大的调整
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灞波儿奔
2019-12-27
灞波儿奔
vix反应的是期权的波动率,这说明还是有一部分市场参与者购买了看跌期权,维持了看跌期权的波动率,没有使vix一路下探。
真的英雄
2019-12-27
真的英雄
不奇怪,目的是让散户赚不到钱
T20211213723
2019-12-27
T20211213723
极为诡异
什么也没有了~
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