VIX曲线上翘,美国中期选举临近股市焦虑升温

格隆汇
Aug 25
虽然英伟达即将公布的财报以及美联储主席沃什在杰克逊霍尔年会上的讲话,是本周投资者关注的主要事件,但股票衍生品市场的交易员已经开始为11月美国中期选举前后潜在的波动率上升做准备。密切关注与恐慌指数VIX挂钩的期货市场的波动率交易员指出,有迹象表明,在选举前后,对冲标普500指数波动的需求有所增加。9月到期的VIX期货目前交易价格约为17.4,但10月合约升至19,11月合约进一步升至19.7。Little Harbor Advisors联合投资组合经理马修·汤普森表示:“美国大选即将到来,你已经开始进入一个选举会对VIX产生影响的时间窗口。你已经可以在VIX期货的期限结构中看到这种‘上翘’。”芝加哥期权交易所全球市场公司分析师的一项研究显示,自1945年以来,有80%的中期选举年份实际波动率高于前一年,平均增幅为3.5个波动率点。在白宫和国会均由同一政党控制的年份,实际波动率平均增加6个波动率点。

Disclaimer: 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.

Most Discussed

  1. 1
     
     
     
     
  2. 2
     
     
     
     
  3. 3
     
     
     
     
  4. 4
     
     
     
     
  5. 5
     
     
     
     
  6. 6
     
     
     
     
  7. 7
     
     
     
     
  8. 8
     
     
     
     
  9. 9
     
     
     
     
  10. 10