1.25Open1.50Pre Close6 Volume15 Open Interest24.50Strike Price800.00Turnover63.22%IV0.86%PremiumOct 25, 2024Expiry Date1.13Intrinsic Value100Multiplier4DDays to Expiry0.22Extrinsic Value100Contract SizeAmericanOptions Type0.7593Delta0.1750Gamma17.99Leverage Ratio-0.0674Theta0.0022Rho13.66Eff Leverage0.0088Vega
-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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