地缘政治风险叠加多国央行议息会议，市场倾向配置长Gamma头寸，本周对冲英镑波动的相对溢价维持高位。
英镑兑美元一周隐含波动率上周五升至6.76%，为7月下旬以来最高；伦敦盘开盘时该指标报6.02%。
一周隐含波动率与已实现波动率的利差为221个基点，处于过去两年97%分位水平。
该期限风险逆转指标为28个基点，看跌期权溢价高于看涨期权；9月3日该数值为55个基点。
即将到来的风险事件包括美联储与英国央行政策决议、人工智能行业增长放缓担忧以及高企的油价。
地缘政治风险叠加多国央行议息会议，市场倾向配置长Gamma头寸，本周对冲英镑波动的相对溢价维持高位。
英镑兑美元一周隐含波动率上周五升至6.76%，为7月下旬以来最高；伦敦盘开盘时该指标报6.02%。
一周隐含波动率与已实现波动率的利差为221个基点，处于过去两年97%分位水平。
该期限风险逆转指标为28个基点，看跌期权溢价高于看涨期权；9月3日该数值为55个基点。
即将到来的风险事件包括美联储与英国央行政策决议、人工智能行业增长放缓担忧以及高企的油价。
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