周一盘中，1.5倍做多恐慌指数短期期货ETF（UVXY）大跌5.09%，反映出市场对短期波动性预期的显著下降。
这一下跌与近期市场情绪变化密切相关。尽管上周标普500指数录得6月以来最大单周波动区间，VIX恐慌指数一度升至4月以来最高水平，但随后市场压力有所缓解。对冲基金Oraclum Capital首席投资官Vuk Vukovic预计，圣诞节前波动率将再次收窄，这可能是导致UVXY今日下跌的主要原因。
值得注意的是，虽然短期波动率预期下降，但长期风险溢价仍维持高位。Asym 500创始人Rocky Fishman指出，六个月期VIX相对于标普500指数六个月实际波动率的溢价目前处于历史罕见的高水平。这表明投资者对未来市场走势仍存在较大不确定性，UVXY的走势可能会继续受到市场情绪和波动性预期的影响。
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