【风暴前的宁静?英镑波动率逼近纪录低位:预算案逼近,富国银行警告对冲严重不足】智通财经APP获悉,英镑期权市场正弥漫着一种反常的平静——而经验丰富的交易员知道,这往往不是好消息。英镑兑欧元的一个月期隐含波动率目前徘徊在上周创下的纪录低位附近,两个月期也仍接近
8 月的低点——即便后者的定价窗口已经越来越多地覆盖到英国政府公布财政计划的时段。换言之,市场表面波澜不惊,但一个重大催化剂正在逼近。
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