单一个股隐含波动率快于 VIX 回落，1 个月隐含相关指数单日升 1.65 点至 10.38
The dispersion trade is also cracking, as anyone would guess. Earnings are passing every day, and single-stock implied volatility is falling faster th...
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Dispersion 交易也在瓦解：随着财报季每日推进，单一个股隐含波动率回落速度快于 VIX。这体现在 1 个月隐含相关指数单日上涨 1.65 点至 10.38。
来源：@MichaelMOTTCM · x.com