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Stock版 - 做VIX ETF/ETN options的要注意流动性问题
相关主题
有人知道TVIX和VXX这两个家伙是怎么计算的吗股版毒药 - UVXY -欢迎讨论
有人short vix从50万赚到1200万美元,你们来学习嘛今天,11月30日,震撼华尔街赌场的超级绞肉机登场了。
After hour 还有option trading 吗?青蛙注意
为什么spy过了两百美元后的option选择少了这么多SHORT UVXY
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哪个好人帮忙解释一下VIX和VXX今天超级背离阿?Market is down (DOW and NASDAQ both down), but UVXY also down
UVXY的30分钟线好到爆熊熊们清醒点儿,UVXY的走势下周出趋势
相关话题的讨论汇总
话题: vix话题: vxx话题: options话题: bid话题: real
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1 (共1页)
E***r
发帖数: 1037
1
我在看某篇文章
http://seekingalpha.com/article/4035113-trading-vix-update-2017-starts-blast
下面有段评论提及的风险我觉得很有道理
But just as a remainder, 24-Aug-2015, just before market open (with SPY -5%)
CBOE stopped to post VIX index quotes. Without VIX real time quotes market
makers moved VXX options bid and ask prices to default bid/ask orders which
are 30% below real bid and 30% above real ask. For those who had to
liquidate positions it was a complete disaster.
碰到崩盘的时候options远没有underlyings容易跑路
z***e
发帖数: 5600
2
When VIX finally spikes up, these are high class problems if you play the
long side of VIX and VXX calls :)
VIX futures and VXX would still be trading which you can use to close the
option position. It will move very fast so timing is more important than bid
/offer in my opinion.

%)
market
which

【在 E***r 的大作中提到】
: 我在看某篇文章
: http://seekingalpha.com/article/4035113-trading-vix-update-2017-starts-blast
: 下面有段评论提及的风险我觉得很有道理
: But just as a remainder, 24-Aug-2015, just before market open (with SPY -5%)
: CBOE stopped to post VIX index quotes. Without VIX real time quotes market
: makers moved VXX options bid and ask prices to default bid/ask orders which
: are 30% below real bid and 30% above real ask. For those who had to
: liquidate positions it was a complete disaster.
: 碰到崩盘的时候options远没有underlyings容易跑路

1 (共1页)
进入Stock版参与讨论
相关主题
熊熊们清醒点儿,UVXY的走势下周出趋势VIX, UVXY, SVXY, SPY有些不很理解,请大牛帮忙理解一下
最滑稽的可能是科普一下VIX相关ETF, FUTURES
VIX期货价比现货贵1倍,就是赌大盘跌也没办法买UVXY啊哪个好人帮忙解释一下VIX和VXX今天超级背离阿?
刚刚脱手了1万股VIXUVXY的30分钟线好到爆
有人知道TVIX和VXX这两个家伙是怎么计算的吗股版毒药 - UVXY -欢迎讨论
有人short vix从50万赚到1200万美元,你们来学习嘛今天,11月30日,震撼华尔街赌场的超级绞肉机登场了。
After hour 还有option trading 吗?青蛙注意
为什么spy过了两百美元后的option选择少了这么多SHORT UVXY
相关话题的讨论汇总
话题: vix话题: vxx话题: options话题: bid话题: real