vxx new high? - 未名空间MITBBS历史存档

vxx new high?

vxx new high?# Stock

M*t2013-06-12 07:06

1 楼

what?
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m*l2013-06-12 07:06

2 楼

short the pop

M*t2013-06-12 07:06

3 楼

i think VXX is quite strong

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【在 m******l 的大作中提到】

: short the pop

B*r2013-06-12 07:06

4 楼

上周还21块多的。
这玩意有Contango，长期损耗，越来越低是必然的。
做多VXX的，长期就是contra-trend

【在 M*****t 的大作中提到】

: i think VXX is quite strong
:
: [发表自未名空间手机版 - m.mitbbs.com]

k*h2013-06-12 07:06

5 楼

Can anyone check whether UVXY has backwardation (instead of contango) now?
It is acting quite strong these days

【在 B**********r 的大作中提到】

: 上周还21块多的。
: 这玩意有Contango，长期损耗，越来越低是必然的。
: 做多VXX的，长期就是contra-trend

B*r2013-06-12 07:06

6 楼

http://www.cboe.com/micro/VIX/vixintro.aspx
Compare:
VIX/M3
VIX/N3
It still has a small contango now.

【在 k****h 的大作中提到】

: Can anyone check whether UVXY has backwardation (instead of contango) now?
: It is acting quite strong these days

k*h2013-06-12 07:06

7 楼

Thanks.
Spot price is higher than M3, while lower than N3

【在 B**********r 的大作中提到】

: http://www.cboe.com/micro/VIX/vixintro.aspx
: Compare:
: VIX/M3
: VIX/N3
: It still has a small contango now.

b*p2013-06-12 07:06

8 楼

我用vin和vix对比看
http://data.cnbc.com/quotes/.vin
http://data.cnbc.com/quotes/VIX/tab/1
现在还是contango: vix < vin
不过vix, vin都超过vif了，市场恐慌中....
http://data.cnbc.com/quotes/.vif

【在 B**********r 的大作中提到】

: http://www.cboe.com/micro/VIX/vixintro.aspx
: Compare:
: VIX/M3
: VIX/N3
: It still has a small contango now.

k*h2013-06-12 07:06

9 楼

It seems that it is risky to long or short VIX at this point.

【在 B**********r 的大作中提到】

: http://www.cboe.com/micro/VIX/vixintro.aspx
: Compare:
: VIX/M3
: VIX/N3
: It still has a small contango now.