0.75Open0.79Pre Close35 Volume151 Open Interest26.00Strike Price4.12KTurnover87.92%IV4.69%PremiumSep 13, 2024Expiry Date0.32Intrinsic Value100Multiplier3DDays to Expiry1.21Extrinsic Value100Contract SizeAmericanOptions Type-0.5355Delta0.1914Gamma25.69Leverage Ratio-0.1449Theta-0.0012Rho-13.75Eff Leverage0.0094Vega
-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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