0.20Open0.10Pre Close152 Volume209 Open Interest28.00Strike Price2.17KTurnover73.61%IV7.07%PremiumSep 13, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.15Extrinsic Value100Contract SizeAmericanOptions Type0.1665Delta0.1430Gamma175.27Leverage Ratio-0.0721Theta0.0003Rho29.18Eff Leverage0.0059Vega
-1X SHORT VIX FUTURES ETF Stock Discussion
emmm, very interesting
Last week, a positive...
$-1X SHORT VIX FUTURES ETF (SVIX.US)$ soft landing baby
Only other times it has seen moves from 65 back to 30: (a) 2009 after the Financial Crisis low, and (b) 2020 after the COVID low. 2024 case TBD. S&P 500 shown bottom panel.
ETFs that place bets on severe stock-market swings are coming back into vogue — delivering big gains and losses during this week’s rapid downturn and recovery.
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