SP 500 Futures Key Levels and Analysis for the Coming Week. ONE44 Analytics - Sat Mar 1, 5:02PM CST Educational and Actionable information using Fibonacci and W.D. Gann analysis. ESH25 : 5,963.75 (+0.01%) Stocks Settle Higher as Bond Yields Fall and Chip Stocks Rally Barchart -...
More S&P 500 VIX Quotes All Futures Prices Most Recent Stories More News SP 500 Futures Key Levels and Analysis for the Coming Week. ONE44 Analytics - Sat Mar 1, 5:02PM CST Educational and Actionable information using Fibonacci and W.D. Gann analysis. ESH25 : 5,963.25s (+1.48%)...
The S&P 500® VIX® Futures Enhanced Roll Index dynamically switches between a short-term VIX futures portfolio and a mid-term VIX futures portfolio in order to model cost efficient exposure to volatility in the broad equity market.
从此,VIX指数所代表的不再是一个概念,而是一个由SP500 OTM期权组成的投资组合的波动率敞口(Volatility Exposure),这样VIX指数成为了一个可以用来交易和对冲波动率的重要指标。 在2003年VIX指数计算方法改革以后,为可方便交易者更好的获得波动率敞口,Cboe于2004年启动第一个VIX期货交易。短短两年以后,2006,VIX期权上市...
哥也给你解答解答疑惑。vix的基础标的物,就是sp500里的所有股票的期权的隐含波动率,开根号后年化波动率。说波动率还是绕口,你就简单的认为是一年后标普的置信区间在 [(1-vix)*当下,(1+vix)*当下]这个区间就对了。uvxy就是在vix获利的基础上*1.5 #VIX指数# #uvxy# 为啥大
标普500一个60分的kd低位金叉就能上涨到新高 sp500的vix指数目前月平均是13,而历史最低值是10多一点,目前波动率是比较低的水平。 但是过去三次降息过程中vix都出现了明显脉冲拉升,对应的股市也出现了明显调整。90年代初那次没有引发股市下跌,vix随着降息一起下降。
, VIX measures the expectation of stock-market volatility as communicated by options prices. Rather than measuring “realized” or historical volatility, VIX projects “implied” or expected volatility–specifically 30 days in the future–by measuring changes in the prices of options on the S&P 500...
VIX是SPX（SP500的期权）基于implied volatility的一个指数（index）。本身无法交易。CBOE的VIX白皮书里面...
强大的WisdomTree S&P 500 VIX Short-Term Futures 2.25x Da(VIXL)ETF走势K线图表工具,追踪历史及最新WisdomTree S&P 500 VIX Short-Term Futures 2.25x DaETF净值,并有专业的K线形态分析。