Vix 可以理解为不同时间、不同执行价,沽购不同的n多个 波动率 的加权指数。 如果精细化操作的话,还是需要看单个期权的波动率。 vix就是商品的大盘波动率。卖方vix降.
Understanding Market Volatility and the VIX Index avistawealth
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