6.30Open6.30Pre Close0 Volume1.55K Open Interest30.00Strike Price0.00Turnover101.80%IV8.14%PremiumSep 13, 2024Expiry Date4.20Intrinsic Value100Multiplier3DDays to Expiry2.10Extrinsic Value100Contract SizeAmericanOptions Type-0.9278Delta0.0542Gamma6.00Leverage Ratio-0.0413Theta-0.0021Rho-5.57Eff Leverage0.0035Vega
-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.
...
No comment yet