做空美股的交易员缴械 华尔街恐慌指标重挫

环球市场播报
25 Jul

  美国股市在坚挺的劳动力市场数据加持下逼近新高的同时,衡量华尔街对未来一个月波动预期的指标周四跌至2月14日以来最低位。

  芝加哥期权交易所波动率指数、人称华尔街恐慌指标的VIX较周三收盘位下跌近半个点至盘中低点14.95点,随后反弹至15点左右。

  这一走势表明,一些做空标普500指数的投资者已在着手止损。具体来说,那些持有会从股市下跌或波动率上升中获利头寸的交易员已经开始认输了。

  “可以看到一些波动率买家差不多就是举手投降了,” 对冲基金The Ambrus Group联席首席投资官Kris Sidial说。

  与此同时,衡量市场波动的回顾性指标实际波动率跌幅超过了VIX。例如,芝加哥期权交易所全球市场的数据显示,标普500指数一个月的实际波动率仅为6.9%。

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责任编辑:丁文武

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