非农报告唤醒波动性？野村警告：市场恐面临VIX大爆发

金十数据2023-08-08

上周五公布的非农数据可能是最终将恐慌指数（VIX）从沉睡中唤醒的催化剂。野村证券的查理•麦克埃利戈特（Charlie McElligott）表示，恐慌指数正变得“紧张和挤压”（Nervous And Squeezy）。VVIX（衡量VIX的波动性，是一个先行指标）显示，8月到期前的交易商仓位受到了挑战，他们极度做空VIX看涨期权，另外麦克埃利戈特指出，交易商同时也在大量做空VIX看跌期权，这导致...

网页链接

免责声明：本文观点仅代表作者个人观点，不构成本平台的投资建议，本平台不对文章信息准确性、完整性和及时性做出任何保证，亦不对因使用或信赖文章信息引发的任何损失承担责任。

精彩评论

我们需要你的真知灼见来填补这片空白

发表看法

{"i18n":{"language":"zh_CN"},"isChannel":false,"data":{"share":"https://www.laohu8.com/m/news/2357248538?lang=zh_CN&edition=full","thumbnail":"https://cdn-news.jin10.com/44add669-fcbf-45e0-ae73-dc04c130f395.jfif/lite","is_english":false,"pubTime":"2023-08-08 17:55","share_image_url":"https://static.laohu8.com/e9f99090a1c2ed51c021029395664489","id":"2357248538","market":"hk","top_or_hot":-1,"title":"非农报告唤醒波动性？野村警告：市场恐面临VIX大爆发","media":"金十数据","content":"<div>\n<p>上周五公布的非农数据可能是最终将恐慌指数（VIX）从沉睡中唤醒的催化剂。野村证券的查理•麦克埃利戈特（Charlie McElligott）表示，恐慌指数正变得“紧张和挤压”（Nervous And Squeezy）。VVIX（衡量VIX的波动性，是一个先行指标）显示，8月到期前的交易商仓位受到了挑战，他们极度做空VIX看涨期权，另外麦克埃利戈特指出，交易商同时也在大量做空VIX看跌期权，这导致...</p>\n\n<a href=\"https://xnews.jin10.com/webapp/details.html?id=119099&type=news&data_type=0\">网页链接</a>\n\n</div>\n","source":"xnew_highlight","html":"<!DOCTYPE html>\n<html>\n<head>\n<meta http-equiv=\"Content-Type\" content=\"text/html; charset=utf-8\" />\n<meta name=\"viewport\" content=\"width=device-width,initial-scale=1.0,minimum-scale=1.0,maximum-scale=1.0,user-scalable=no\"/>\n<meta name=\"format-detection\" content=\"telephone=no,email=no,address=no\" />\n<title>非农报告唤醒波动性？野村警告：市场恐面临VIX大爆发</title>\n<style type=\"text/css\">\na,abbr,acronym,address,applet,article,aside,audio,b,big,blockquote,body,canvas,caption,center,cite,code,dd,del,details,dfn,div,dl,dt,\nem,embed,fieldset,figcaption,figure,footer,form,h1,h2,h3,h4,h5,h6,header,hgroup,html,i,iframe,img,ins,kbd,label,legend,li,mark,menu,nav,\nobject,ol,output,p,pre,q,ruby,s,samp,section,small,span,strike,strong,sub,summary,sup,table,tbody,td,tfoot,th,thead,time,tr,tt,u,ul,var,video{ font:inherit;margin:0;padding:0;vertical-align:baseline;border:0 }\nbody{ font-size:16px; line-height:1.5; color:#999; background:transparent; }\n.wrapper{ overflow:hidden;word-break:break-all;padding:10px; }\nh1,h2{ font-weight:normal; line-height:1.35; margin-bottom:.6em; }\nh3,h4,h5,h6{ line-height:1.35; margin-bottom:1em; }\nh1{ font-size:24px; }\nh2{ font-size:20px; }\nh3{ font-size:18px; }\nh4{ font-size:16px; }\nh5{ font-size:14px; }\nh6{ font-size:12px; }\np,ul,ol,blockquote,dl,table{ margin:1.2em 0; }\nul,ol{ margin-left:2em; }\nul{ list-style:disc; }\nol{ list-style:decimal; }\nli,li p{ margin:10px 0;}\nimg{ max-width:100%;display:block;margin:0 auto 1em; }\nblockquote{ color:#B5B2B1; border-left:3px solid #aaa; padding:1em; }\nstrong,b{font-weight:bold;}\nem,i{font-style:italic;}\ntable{ width:100%;border-collapse:collapse;border-spacing:1px;margin:1em 0;font-size:.9em; }\nth,td{ padding:5px;text-align:left;border:1px solid #aaa; }\nth{ font-weight:bold;background:#5d5d5d; }\n.symbol-link{font-weight:bold;}\n/* header{ border-bottom:1px solid #494756; } */\n.title{ margin:0 0 8px;line-height:1.3;color:#ddd; }\n.meta {color:#5e5c6d;font-size:13px;margin:0 0 .5em; }\na{text-decoration:none; color:#2a4b87;}\n.meta .head { display: inline-block; overflow: hidden}\n.head .h-thumb { width: 30px; height: 30px; margin: 0; padding: 0; border-radius: 50%; float: left;}\n.head .h-content { margin: 0; padding: 0 0 0 9px; float: left;}\n.head .h-name {font-size: 13px; color: #eee; margin: 0;}\n.head .h-time {font-size: 11px; color: #7E829C; margin: 0;line-height: 11px;}\n.small {font-size: 12.5px; display: inline-block; transform: scale(0.9); -webkit-transform: scale(0.9); transform-origin: left; -webkit-transform-origin: left;}\n.smaller {font-size: 12.5px; display: inline-block; transform: scale(0.8); -webkit-transform: scale(0.8); transform-origin: left; -webkit-transform-origin: left;}\n.bt-text {font-size: 12px;margin: 1.5em 0 0 0}\n.bt-text p {margin: 0}\n</style>\n</head>\n<body>\n<div class=\"wrapper\">\n<header>\n<h2 class=\"title\">\n非农报告唤醒波动性？野村警告：市场恐面临VIX大爆发\n</h2>\n\n<h4 class=\"meta\">\n\n\n2023-08-08 17:55 北京时间&nbsp;&nbsp;&nbsp;<a href=https://xnews.jin10.com/webapp/details.html?id=119099&type=news&data_type=0><strong>金十数据</strong></a>\n\n\n</h4>\n\n</header>\n<article>\n<div>\n<p>上周五公布的非农数据可能是最终将恐慌指数（VIX）从沉睡中唤醒的催化剂。野村证券的查理•麦克埃利戈特（Charlie McElligott）表示，恐慌指数正变得“紧张和挤压”（Nervous And Squeezy）。VVIX（衡量VIX的波动性，是一个先行指标）显示，8月到期前的交易商仓位受到了挑战，他们极度做空VIX看涨期权，另外麦克埃利戈特指出，交易商同时也在大量做空VIX看跌期权，这导致...</p>\n\n<a href=\"https://xnews.jin10.com/webapp/details.html?id=119099&type=news&data_type=0\">网页链接</a>\n\n</div>\n\n\n</article>\n</div>\n</body>\n</html>\n","isBrief":false,"type":0,"news_type":1,"symbol":"SVXY","symbol_name":"做空波动率指数短期期货ETF-ProShares","start_time":0,"source_url":"https://xnews.jin10.com/webapp/details.html?id=119099&type=news&data_type=0","article_id":"2357248538","we_media_id":null,"thumbnails":["https://cdn-news.jin10.com/44add669-fcbf-45e0-ae73-dc04c130f395.jfif/lite"],"rights":null,"url":"https://stock-news.laohu8.com/highlight/detail?id=2357248538","pubTimestamp":1691488515,"columns":[],"sourceInfo":{"source_id":"xnew_highlight","name":"金十要闻"},"weMediaInfo":null,"summary":"交易商同时做空VIX看涨和看跌期权正引发警惕。野村证券警告：“恐慌指数”恐大爆发，周四CPI数据或是一个重要契机……","collect":0,"end_time":0,"defaultTopTitle":"jin10.com","property":[],"viewcount":null,"language":"zh","relate_stocks":{"SVXY":"做空波动率指数短期期货ETF-ProShares","UVXY":"1.5倍做多短期期货恐慌指数ETF-Proshares","VIXY":"波动率短期期货指数ETF","VXX":"短期VIX期货ETN","BK4585":"ETF&股票定投概念","TVIX":"二倍做多VIX波动率指数短期期权ETN"},"translate_title":"Non-farm report awakens volatility? Nomura warns that the market may face a VIX outbreak","themeId":null,"isJumpTheme":false,"ttsUrl":null,"symbols_score_info":{"UVXY":1,"SVXY":1,"VXX":1,"VIXmain":0.6,"VIXY":0.6,"TVIX":1},"content_text":"上周五公布的非农数据可能是最终将恐慌指数（VIX）从沉睡中唤醒的催化剂。野村证券的查理•麦克埃利戈特（Charlie McElligott）表示，恐慌指数正变得“紧张和挤压”（Nervous And Squeezy）。VVIX（衡量VIX的波动性，是一个先行指标）显示，8月到期前的交易商仓位受到了挑战，他们极度做空VIX看涨期权，另外麦克埃利戈特指出，交易商同时也在大量做空VIX看跌期权，这导致VVIX飙升。尤其是考虑到以往8月份市场的波动率都会飙升。当然也存在这样的风险，即这些看涨的仓位可能会急剧下跌，这可能导致大规模抛售VIX期权，并令股市反弹，因为本周可能不会出现更多的股票现货抛售。然而，考虑到系统性的波动性仓位控制，恐慌指数的挤压仍然是一个潜在的重大问题。回顾过去的三年，目前VIX的风险敞口已经涨至3年来的第95.8个百分位数。因此，野村证券警告称，如果标普500指数的日波动区间扩大，那么波动性控制将是一个不稳定的卖家。麦克埃利戈特估计，以往如果标普500指数下跌或上涨1%，将有大约42亿美元的调仓抛售。然而，目前2%的变动将导致约350亿美元的押注抛售。市场下一个重要数据将于周四公布，包括CPI数据和初请失业金人数等。金融博客零对冲表示，在周四之前，标普500指数的上行空间可能被限制在4550点，因为这些数据的公布将为VIX带来相对溢价。","kind":"highlight","is_publish_news":true,"is_publish_highlight":false,"is_publish_live":false,"is_publish_wemedia":null,"editions":null,"column":"","sentiment":"0","news_tag":"","news_rank":0,"isVideo":false,"video":null,"symbols":[],"gpt_button":1,"need_auth":false,"need_login_tip":false,"code":"91000000","status":"200"},"commentList":[],"isCommentEnd":true,"newsSizeData":{"likeSize":0,"commentSize":0,"repostSize":0,"favoriteSize":0,"likeStatus":false,"favoriteStatus":false},"APP":{"userAgent":"Mozilla/5.0 AppleWebKit/537.36 (KHTML, like Gecko; compatible; ClaudeBot/1.0; +claudebot@anthropic.com)","isDev":false,"isTTM":false,"tenantId":"TBCN","deviceId":"web-server-community-laohu8-v3","version":"4.43.1","shortVersion":"4.43.1","platform":"web","vendor":"web","appName":"laohu8","isIOS":false,"isAndroid":false,"isTiger":false,"isTHS":false,"isWeiXin":false,"isWeiXinMini":false,"isWeiBo":false,"isQQ":false,"isBaiduSwan":false,"isBaiduBox":false,"isDingTalk":false,"isToutiao":false,"isOnePlus":false,"isHuaWei":false,"isXiaomi":false,"isXiaomiWebView":false,"isOppo":false,"isVivo":false,"isSamsung":false,"isMobile":false},"href":"/m/news/2357248538","isCrawlerRequest":true}