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VIX futures

Two days ago, in The Year in VIX and Volatility (2016), I made no mention whatsoever of the VIX futuresterm structure.  Traders of the full range of VIX products (futures, options and ETPs) hopefully know by now that the entire VIX product landscape is based — and priced — off of VIX futures and one of the most important aspects …

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Two days ago, in The Year in VIX and Volatility (2016), I made no mention whatsoever of the VIX futuresterm structure.  Traders of the full range of VIX products (futures, options and ETPs) hopefully know by now that the entire VIX product landscape is based — and priced — off of VIX futures and one of the most important aspects …

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What kind of VIX is appropriate for the Trump Administration? 
For investors in general and volatility traders in particular, this is one of the more interesting questions going into 2017.  Should the VIX be higher or lower in the context of a Trump Administration relative to the Obama Administration.  How much economic policy uncertainty is there in Trumponomics?  How will …

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What kind of VIX is appropriate for the Trump Administration? 
For investors in general and volatility traders in particular, this is one of the more interesting questions going into 2017.  Should the VIX be higher or lower in the context of a Trump Administration relative to the Obama Administration.  How much economic policy uncertainty is there in Trumponomics?  How will …

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Yesterday’s sharp downward move in the VIX gave me a reason to tweet that the volatility crush as seen in the SPX and VIX was among the top 25 in history.  Upward pressure on the VIX toward the end of the session dropped the VIX down to the 30th largest VIX decline in history, but along the way the Twitterati …

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Yesterday’s sharp downward move in the VIX gave me a reason to tweet that the volatility crush as seen in the SPX and VIX was among the top 25 in history.  Upward pressure on the VIX toward the end of the session dropped the VIX down to the 30th largest VIX decline in history, but along the way the Twitterati …

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Now that the recently launched REX VolMAXX Long VIX Weekly Futures Strategy ETF (VMAX) and REX VolMAXX Inverse VIX Weekly Futures Strategy ETF (VMIN) VIX exchange-traded products have started to achieve critical mass, I thought it would be a good time to update my VIX ETP landscape chart.
In the graphic below, I have plotted all of the VIX ETPs …

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Now that the recently launched REX VolMAXX Long VIX Weekly Futures Strategy ETF (VMAX) and REX VolMAXX Inverse VIX Weekly Futures Strategy ETF (VMIN) VIX exchange-traded products have started to achieve critical mass, I thought it would be a good time to update my VIX ETP landscape chart.
In the graphic below, I have plotted all of the VIX ETPs …

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I have been writing about VIX ETPs since the launch of the initial duo of VXX and VXZ back in January 2009 and from 2010 onward I have been plotting all of them on a leverage/maturity grid like the one below. It is amazing how often various VIX ETP investors mentioned one of these charts when I talk to them.…

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I have been writing about VIX ETPs since the launch of the initial duo of VXX and VXZ back in January 2009 and from 2010 onward I have been plotting all of them on a leverage/maturity grid like the one below. It is amazing how often various VIX ETP investors mentioned one of these charts when I talk to them.…

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Just a quick public service announcement to remind traders of VIX futures and options that the VIX weekly futures and options, which the CBOE launched earlier this year, will expire tomorrow instead of the usual Wednesday expiration. The reason for the unusual Tuesday expiration is the Christmas holiday calendar. Keep in mind that VIX options expire 30 days before the…

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Just a quick public service announcement to remind traders of VIX futures and options that the VIX weekly futures and options, which the CBOE launched earlier this year, will expire tomorrow instead of the usual Wednesday expiration. The reason for the unusual Tuesday expiration is the Christmas holiday calendar. Keep in mind that VIX options expire 30 days before the…

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