2021/09/02 19:46VIX相对于历史和债券依然高。做市商越来越不敢卖VIX期权了，如果你胆子大可以卖VIX期权。Dealers are still gun-shy, reluctant to sell vol, while there’s a lot demand for protection as the pandemic is still pretty much with us. For brave hearts though, it’s nice risk premium to harvest.
