高盛:本周覆盖(24 年6 月10 日)
最佳东方·2024-06-13 03:35
更多资料加入知识星球:水木调研纪要 关注公众号:水木纪要 Goldman Derivatives Sachs Research 10 June 2024 | 10:09PM IST Optimal Overwrites this week (10-Jun-24) 开报数据加V:shuinu987 报数据加 Macro events continue this week; Utilities stocks remain attractive for overwriting S&P 500 average stock 1-month implied volatility was down by 1 pointlast week to reach 23 (20th %-ile vs the past year) and realized volatilityfell by 2 points to reach 23 (36th %-ile vs the past year). While the S&P500 average stock implied volatility declined, the S&P 500 ...