a market maker：go into the futures market to hedge their short c

来源: marketreflections 于 2010-11-28 09:05:18 [] [博客] [旧帖] [给我悄悄话] 本文已被阅读： 次 (349 bytes)
回答: 无机化学 wave function best explained 由 marketreflections 于 2010-01-14 10:06:20

a market maker would become sorely exposed to sharp upside moves in the VIX very quickly. Therefore they then go into the futures market to hedge their short calls by buying long futures, thus driving the price of that future higher.

Read more: http://www.sfgate.com/cgi-bin/article.cgi?f=/g/a/2010/11/26/benzinga644994.DTL#ixzz16b75NynQ

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