全球多头反攻！美股暴涨？VIX为何与美股同涨同跌？_老虎社区_美港股上老虎

全球多头反攻！美股暴涨？VIX为何与美股同涨同跌？

大空神
2023-01-14

近期全球VIX的交易者都要熟悉一个异常的价格模式，那就是VIX Up，Market Up，当VIX飙升的时候，股市也同时飙涨。

熟悉VIX的交易者都知道，这是非常反常的，因为VIX被广泛认为是“volatility index（波动率,恐慌指标)"，因为VIX和大盘的走向往往是负相关。

随着交易员避免错过市场反弹（FOMO/FEAR OF MISSING OUT)，在近期的期权市场将会出现大量的认购期权押注，从而推高Volatility skew，并且产生一个波动率的结构性飙升的情况。。。。

免责声明：上述内容仅代表发帖人个人观点，不构成本平台的任何投资建议。

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