0.15Open0.14Pre Close31 Volume303 Open Interest23.00Strike Price351.00Turnover178.81%IV6.01%PremiumOct 4, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.15Extrinsic Value100Contract SizeAmericanOptions Type-0.1713Delta0.1603Gamma162.07Leverage Ratio-0.4193Theta-0.0001Rho-27.77Eff Leverage0.0023Vega
-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