交易员大举买入VIX看涨期权！策略师警告：或造成美股波动

智通财经网02-20

策略师警告称，通过买入波动率指数看涨期权来对冲美国股市风险已经成为一种非常受欢迎的交易，而这可能变成一种不稳定因素。数据显示，周二，芝加哥期权交易所波动率指数(VIX)的看涨期权成交量超过100万份，为今年第六次达到如此高的成交量。野村证券跨资产策略师Charlie McElligott本周在一份报告中表示，这些新交易令期权交易员“极度看空VIX gamma”。他估计，波动率每上升10个点，交易员...

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