SPX x VIX /100 x SqRt( DTE /365)
3214x27/100xSqRt(6/365) = 109 point swing within 6 days
3214x27/100xSqRt(6/365) = 109 point swing within 6 days
评论:
-3.2%
评论:
+4.5%
评论:
+3.6%
评论:
+14.5%
评论:
+21.2%
评论:
+27.7%
评论:
+12.7%
评论:
+11%
评论:
closed with a massive loss -111%