2026年8月18日 11:33 ET 发布 · 更新于 3 个月前 · 1 个来源
Implied volatility normalization between NDX and SPY creates opportunities in individual stocks
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原始报道
The implied volatility spread between the Nasdaq 100 (NDX) and S&P 500 (SPY) has normalized rapidly over the past three months, leading to compressed daily trading ranges for indices. However, individual stock implied volatility, such as AMD's 75 IVX around its earnings 10 days prior, remained high, creating opportunities for selling strangles.
原文