//@vivval: 回复@Knut-阿偉: havn't had a chance to touch weibo for a while.But while talking about vix, I sold vxx Dec 56-58 call spread for a credit days ago as I expected a regression toward the mean for the fear index.Hopefully and luckily,the spread will be expired worthless.展开全文
Another short term fear indicator I watch is TVIX which was up around 9% ( leverage vix) is still far from early Oct high,but SPX was testing 1100 l.Anyway,let's see how fear will be played out by the end of the year.Personally,I short SPX put spreads if fear went to an extreme.转发 1评论 0
