0.40Open0.40Pre Close29 Volume133 Open Interest24.50Strike Price1.42KTurnover70.65%IV1.74%PremiumOct 11, 2024Expiry Date0.07Intrinsic Value100Multiplier2DDays to Expiry0.43Extrinsic Value100Contract SizeAmericanOptions Type0.5308Delta0.3069Gamma49.15Leverage Ratio-0.1492Theta0.0007Rho26.09Eff Leverage0.0073Vega
-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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