m********o
发帖数: 2088 | 5
Contango is about the future curve structure. Simply put, if the curve is
increasing, then it is contango. If it looks like a decreasing function, it
is backwardation.
It is not about the nearest future price vs. the spot price. I have never
seen spot VIX is higher than the nearest future price.
【在 l*****7 的大作中提到】
: 谢谢
: 这个网站俺知道，每天都看
: 就是具体怎么算多少值不知道
: 大概是只要future的number不现在大，就是contango，差别越大，contango越steep
: 这样理解对吗？
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