黑老大开始恐慌了# Stock
t*s
1 楼
mm们在有秩序的撤退啊。。。
Goldman Sachs Sees No Panic in Options as VIX Takes Six Weeks to Exceed 20
“We don’t see any put buying, and instead we’ve been seeing people buying
calls, even at current levels,” he said. “That’s not good for stocks. It
can be more neutral. If you look at the actual options hedging activity in
the indexes, there’s not much going on. We believe that’s a sign of
complacency, although it can also mean that investors have enough hedges on.
”
U.S. stocks have retreated for six straight weeks, giving the Dow Jones
Industrial Average its longest slump since 2002. July VIX futures, which
expire in a month, rose 9.1 percent to 20.95 yesterday, while August’s
increased 6.5 percent to 21.25.
“The market isn’t completely buying into a prolonged decline,” said Max
Breier, equity derivatives strategist at BMO Capital Markets Corp. in New
York.
“It’s been a very orderly selloff and people haven’t really felt any
panic,” said Dominic Salvino, a specialist at Chicago-based Group One
Trading, the primary market maker for VIX options. “The overall news is
just more of the same: Weak job creation, intractable housing problems,
uncertain regulatory environment, etc. -- nothing that represents a shock to
the system.”
http://www.bloomberg.com/news/2011-06-15/options-panic-is-absen
Goldman Sachs Sees No Panic in Options as VIX Takes Six Weeks to Exceed 20
“We don’t see any put buying, and instead we’ve been seeing people buying
calls, even at current levels,” he said. “That’s not good for stocks. It
can be more neutral. If you look at the actual options hedging activity in
the indexes, there’s not much going on. We believe that’s a sign of
complacency, although it can also mean that investors have enough hedges on.
”
U.S. stocks have retreated for six straight weeks, giving the Dow Jones
Industrial Average its longest slump since 2002. July VIX futures, which
expire in a month, rose 9.1 percent to 20.95 yesterday, while August’s
increased 6.5 percent to 21.25.
“The market isn’t completely buying into a prolonged decline,” said Max
Breier, equity derivatives strategist at BMO Capital Markets Corp. in New
York.
“It’s been a very orderly selloff and people haven’t really felt any
panic,” said Dominic Salvino, a specialist at Chicago-based Group One
Trading, the primary market maker for VIX options. “The overall news is
just more of the same: Weak job creation, intractable housing problems,
uncertain regulatory environment, etc. -- nothing that represents a shock to
the system.”
http://www.bloomberg.com/news/2011-06-15/options-panic-is-absen
