10.00Open10.00Pre Close0 Volume4 Open Interest15.00Strike Price0.00Turnover446.07%IV2.12%PremiumOct 11, 2024Expiry Date9.48Intrinsic Value100Multiplier2DDays to Expiry0.52Extrinsic Value100Contract SizeAmericanOptions Type0.9556Delta0.0123Gamma2.58Leverage Ratio-0.1447Theta0.0007Rho2.46Eff Leverage0.0016Vega
-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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