2026年9月7日 16:09 ET 发布 · 更新于 2 个月前 · 1 个来源
Volatility split on SPX new high day differs from normal market conditions
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原始报道
On the day of a new SPX all-time high ('Day 0'), the volatility split is unique, with 43% of volatility originating from overnight movements and 57% from intraday activity, which differs significantly from the normal market condition where intraday contribution is typically 72%.
原文