0.60Open0.54Pre Close137 Volume633 Open Interest24.00Strike Price5.15KTurnover166.52%IV3.39%PremiumOct 11, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.35Extrinsic Value100Contract SizeAmericanOptions Type-0.4246Delta0.1571Gamma29.67Leverage Ratio-0.4586Theta-0.0004Rho-12.60Eff Leverage0.0059Vega
-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