股市诊脉 7-16-2010 by 游击队长 VIX spread

ypm968

Current VIX price is at $26.25, but VIX July future is at $28.10. VIX July future expires on Wed (3rd Wed.), which means the gap between these two must be closed. VIX Aug future closed at $30.55

Bencat

福多多

wnd4

thanks

ranchgirl

Current VIX price is at $26.25, but VIX July future is at $28.10. VIX July future expires on Wed (3rd Wed.), which means the gap between these two must be closed. VIX Aug future closed at $30.55
ypm968 发表于 2010-7-18 21:07

Not quite understand, can you explain a little more about its indications?

Thanks!

ypm968

Not quite understand, can you explain a little more about its indications?

Thanks!
ranchgirl 发表于 2010-7-18 16:12

    VIX和VIX future的差额要变成零。

ByStander

VIX和VIX future的差额要变成零。
ypm968 发表于 2010-7-18 21:26

问题是VIX的options是跟着futures走的，没法从这个差额盈利呀。

hhli3

ypm968

问题是VIX的options是跟着futures走的，没法从这个差额盈利呀。
ByStander 发表于 2010-7-18 16:29

   vxx

sooners

回复 1# ypm968


   

开小差

thx,ding

southware

顶队长

lilyxi

thanks a lot.

acoust

xnz

thanks

qianshui

Thanks!

COS

quickcow

Poo

thanks. Did not know this before.

SO this means that either VIX will spike or future VIX should dive to in five week?

falcone

Thanks a lot