VIX周五飙升21.5%收于19.99 比特币周末守在8万美元上方
据CoinDesk10月18日报道，芝加哥期权交易所波动率指数（VIX）周五飙升21.5%，收于19.99，标普500指数同日下跌1.09%。据TradingView数据，这是VIX自6月5日以来最大的单日涨幅。VIX由期权价格推导，衡量投资者预期标普500指数未来四周的波动幅度。
报道称，交易员在押注波动率居高不下。据CNBC，交易员买入9,200张11月18日到期、行权价20的VIX看涨期权，耗资170万美元；另买入12,500张同日到期、行权价23的看涨期权，耗资110万美元，即押注VIX在11月第三周前升破23。
CoinDesk对历史数据的分析显示，自1990年1月以来，VIX曾32次在周五单日上涨20%或更多（不计本次）；其后的周一，VIX有25次下跌、7次上涨，周一的典型变动为下跌4.5%；一个月后，32次中有25次低于当时水平，中位跌幅16%。季节性方面，过去36年里VIX有25年在11月下跌，中位跌幅7.2%。CoinDesk同时指出，在这32次先例中有7次VIX在周一继续大幅攀升，包括2015年8月、2018年2月和2024年8月，过往表现并不保证未来走势。
比特币是周末仍在交易的主要宏观资产。报道刊发时比特币报约82,001美元，守在8万美元上方、处于近期的震荡区间内。Volmex的比特币波动率指数BVIV周五下滑1%，至略低于40%，此后变动不大。去中心化预测平台Polymarket上的投注者认为，超级智能泡沫在今年内破裂的概率为9%。（GSM 据CoinDesk报道）
VIX Jumps 21.5% to 19.99 on Friday; Bitcoin Holds Above $80,000 Over the Weekend
Wall Street's fear gauge, the Cboe Volatility Index (VIX), surged 21.5% on Friday to close at 19.99 as the S&P 500 fell 1.09%, CoinDesk reported on October 18. According to data source TradingView, it was the VIX's biggest one-day rise since June 5. The VIX, derived from options prices, measures how much investors expect the S&P 500 to swing over the next four weeks.
Traders are betting the fear index stays elevated through November. CNBC reported that traders bought 9,200 of the Nov. 18, 20-strike VIX calls for $1.7 million and 12,500 of the Nov. 18, 23-strike calls for $1.1 million — a bet that the VIX closes above 23 by the third week of November, CoinDesk said.
CoinDesk's analysis of historical data found that the VIX has jumped 20% or more on a Friday 32 times since January 1990, not counting the latest one. The following Monday, it fell 25 times and rose seven, with a typical Monday move of a 4.5% drop; a month later, it was lower in 25 of the 32 cases, with a median drop of 16%. By seasonality, the VIX has declined in November in 25 of the last 36 years, with a median drop of 7.2%. CoinDesk also noted that in seven of the 32 cases the VIX kept climbing sharply on Monday, including in August 2015, February 2018 and August 2024, and that past performance does not guarantee future results.
Bitcoin, the only major macro asset that trades over the weekend, traded around $82,001 at the time of the report, holding above $80,000 within its recent choppy range. Volmex's BVIV, the bitcoin volatility index, slipped 1% on Friday to just under 40% and has barely moved since. Bettors on the decentralized platform Polymarket put the chance of the SI bubble bursting this year at 9%, CoinDesk said. (GSM, from CoinDesk reporting)
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图片来源：图：比特币实体纪念币（Casascius）实拍资料照片。照片：Steve Jurvetson，Wikimedia Commons，CC BY 2.0。Photo: a physical Casascius bitcoin coin (file photo). Photo by Steve Jurvetson via Wikimedia Commons, CC BY 2.0.
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