check01 vix001 Todd Salamone Friday's VIX high of 39.25 was 68%

来源: marketreflections 于 2011-09-13 16:09:48 [档案] [博客] [旧帖] [给我悄悄话] 阅读数 : (1539 bytes)

回答: check01 vix001 gammar0 us1.campaign-archive1.com/home 由 marketreflections 于 2011-09-13 14:57:16

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Aug 7, 2011 – Friday's VIX high of 39.25 was 68% above SPX realized volatility, with extremes being 100% above SPX realized volatility. ...

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