马中炮# Stock
y*r
1 楼
Premiums for normal term structures during uptrends are 10% to 20% while
premiums above 20% are unsustainable suggesting expectations that the VIX
will soon return to higher levels associated with pullbacks. Alternatively,
premiums less than 10% suggest caution and negative premiums indicate
oversold conditions. Last week it began at 16.78%, just above the normal
range ending Friday at 23.42% well into overbought territory.
premiums above 20% are unsustainable suggesting expectations that the VIX
will soon return to higher levels associated with pullbacks. Alternatively,
premiums less than 10% suggest caution and negative premiums indicate
oversold conditions. Last week it began at 16.78%, just above the normal
range ending Friday at 23.42% well into overbought territory.
