CBOE Volatility Index (VIX) expiration morning is an interesting time for options trading -- that is, if you find an inordinate quantity of out-of-the-money (OOTM) put orders "interesting." Here's the ...
Recreating Simplify Volatility Premium ETF's strategy using short volatility ETFs is possible and provides us insight into SVOL's potential flaws. ProShares Short VIX Short-Term ETF and Volatility ...
For the record, the VIX Index measures the implied volatility of options on ticker S&P 500. In theory, when investors are fearful they will bid up option in order to protect themselves. This inflates ...
With some exceptions, the VIX has been subdued recently. An expected December Fed rate hike, as well as the election, earnings and global tensions will lead to increasing market uncertainty. A long ...
It's time to roll our systematic CBOE Volatility Index (VIX) [3] strategy forward another month. I wrote up a three-point review of the strategy back in October ("Rolling the Volatility of Volatility" ...
Pravit Chintawongvanich of Macro Risk Advisors suggested on Bloomberg Markets that investors should consider an options strategy in VIX as a way to hedge the macroeconomic risks ahead. He explained ...
One trading indicator that is very popular during moments of market uncertainty is the CBOE Volatility index, which is sometimes known as Vix or even called the “fear index”. Vix is calculated from ...
Currently, short-term VIX futures are experiencing rolling costs (first to second month futures) greater than 10%, which is working in favor of my short iPath S&P 500 VIX short-term fund (VXX) ...
1x Short VIX Mid-Term Futures Strategy ETF's (ZVOL) current share price is $18.70. This constitutes a price movement of 1.25% when compared to the share price 7 days ago and is -10.98% below ZVOL's 12 ...
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