b*3
3 楼
co co ask
k*z
5 楼
害怕大盘持续涨
g*n
7 楼
这个不是跟 VIX 的嘛,跟 SPY 的波动有关,跟 SPY 高低有毛关系
d*2
8 楼
以下摘自UVXY官网 (http://www.proshares.com/funds/uvxy_index.html)
The S&P 500 VIX Short-Term Futures Index measures the movements of a
combination of VIX futures and is designed to track changes in the
expectation for one month in the future. The index maintains an average
weighted settlement date of one month by rolling a portion of the position
in the first month VIX futures contract into the second month VIX futures
contract on a daily basis.
简单的说,它反映的是VIX期货(/VX)的ETF,即交割日标的的VIX价格。所以跟指数涨
跌不是线性关系。
The S&P 500 VIX Short-Term Futures Index measures the movements of a
combination of VIX futures and is designed to track changes in the
expectation for one month in the future. The index maintains an average
weighted settlement date of one month by rolling a portion of the position
in the first month VIX futures contract into the second month VIX futures
contract on a daily basis.
简单的说,它反映的是VIX期货(/VX)的ETF,即交割日标的的VIX价格。所以跟指数涨
跌不是线性关系。
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