每周图表:波动率指数

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IB美国盈透   2019-5-24 05:13   4241   0
原文发表于美国时间2019-4-9

波动性:芝加哥期权交易所  波动率指数(vix

近期看涨

下图中最右侧的绿色加亮处显示了波动率指数(VIX)在上周回落至其21日移动均线的下方。

其他的绿色加亮处显示波动率指数持续运行于其21日均线下方的态势,揭示出市场波动性下降的月度趋势,这一趋势与今年美股市场大盘的坚挺时间基本吻合。

波动率指数的21日移动均线目前位于14.09处。



  
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这篇文章已被翻译成中文。原英文作者为John  Kosar,首席市场策略师,AsburyResearch  LLC。如英文版本和中文版本之间有任何不一致,以英文版本为准。


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