Saturday, April 22, 2017

恐慌指数VIX之挤破头也要逃命



DateVIX%XIV%ZIV%
2/27/200764%
9/29/200834%
10/22/200831%
5/6/201031%
8/4/201135%-19%-7%
8/8/201150%-14%-4%
8/18/201135%-19%-10%
11/9/201131%-18%-8%
2/25/201334%-13%-4%
4/15/201343%-11%-4%
1/24/201431%-9%-3%
7/17/201432%-9%-3%
6/29/201534%-16%-5%
8/21/201546%-16%-3%
8/24/201545%-17%-9%
6/24/201649%-26%-10%
9/9/201639%-15%-5%

上面是所有VIX spot日变化率大于30%的情况的比较。