瑞银近期发布的一篇研究报告引起华尔街关注。瑞银称，股票期权定价显示，当前美国股票平均隐含波动达到了5%，这一水平达到了自新冠疫情以来的最高。值得注意的是，2020年新冠疫情引发市场恐慌时，标普500指数对应的VIX波动率指数曾飙升至82.69，而当前5%的隐含盈利波动虽绝对值低于VIX的恐慌阈值，但却精准反映了企业盈利层面的不确定性已达到同类极端时期水平——毕竟 VIX更多衡量整体市场波动，而隐含...
Source Link瑞银近期发布的一篇研究报告引起华尔街关注。瑞银称，股票期权定价显示，当前美国股票平均隐含波动达到了5%，这一水平达到了自新冠疫情以来的最高。值得注意的是，2020年新冠疫情引发市场恐慌时，标普500指数对应的VIX波动率指数曾飙升至82.69，而当前5%的隐含盈利波动虽绝对值低于VIX的恐慌阈值，但却精准反映了企业盈利层面的不确定性已达到同类极端时期水平——毕竟 VIX更多衡量整体市场波动，而隐含...
Source LinkDisclaimer: Investing carries risk. This is not financial advice. The above content should not be regarded as an offer, recommendation, or solicitation on acquiring or disposing of any financial products, any associated discussions, comments, or posts by author or other users should not be considered as such either. It is solely for general information purpose only, which does not consider your own investment objectives, financial situations or needs. TTM assumes no responsibility or warranty for the accuracy and completeness of the information, investors should do their own research and may seek professional advice before investing.