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标题: [放炮] Help!!! [打印本页]

作者: ctcld 时间: 2010-9-15 13:37 标题: Help!!!

Can someone explain today's gap?

图片附件: VIX-VXX.png (2010-9-15 13:37, 12.58 KB) / 下载次数 45
http://webmail.yayabay.com/forum/attachment.php?aid=210679&k=bd51b64e4d365afbf74ee8aa847a7f3e&t=1756932690&sid=sQsdys

作者: wonder 时间: 2010-9-15 13:38

青蛙跳井——不懂！

作者: greenhand2009 时间: 2010-9-15 13:40

数据错误？不明白

作者: not4weak 时间: 2010-9-15 13:41

There is nothing wrong with that ...

作者: not4weak 时间: 2010-9-15 13:47

VIX “rolls” to the second and third
SPX contract months probably ...

作者: 90ufo 时间: 2010-9-15 13:58

今早SEPT VIX EXPIRE. 换上OCT VIX.
今天股票低开高走,但VIX居高不下. 说BEARISH吧, 可是TLT又跌. 看不懂.

作者: not4weak 时间: 2010-9-15 14:34

What I am thinking is probably due to the strike price range of options with non-zero bids expand and contract ...

作者: ctcld 时间: 2010-9-15 21:57

smart money vs dumb money？

图片附件: 091510.png (2010-9-15 21:57, 22.83 KB) / 下载次数 46
http://webmail.yayabay.com/forum/attachment.php?aid=210765&k=f00e021a47796f34320c65c319214b17&t=1756932690&sid=sQsdys

图片附件: 091510VXX.png (2010-9-15 21:57, 23.42 KB) / 下载次数 49
http://webmail.yayabay.com/forum/attachment.php?aid=210766&k=552f75f4125e5e2eb862b0ede25314f3&t=1756932690&sid=sQsdys

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