1日VIX大涨后或现周一波动率回落反弹，模型显示VIX合理水平约19
The 1-day VIX finished sharply higher, so there is an opportunity for the kind of Monday vol-crush bounce we have seen a couple of times now. What sta...
AI 导读
1日VIX上周五大幅收高，类似此前已出现过的周一波动率骤降反弹行情或将再现。作者提到，VIX 模型显示在当前个股波动率和 1 个月隐含相关性水平下，VIX 约 19 才是合理位置；周五收盘价相对隐含相关性与离散度甚至略偏低。
来源：@MichaelMOTTCM · x.com