0.10Open0.25Pre Close7 Volume11 Open Interest26.50Strike Price60.00Turnover136.38%IV6.71%PremiumNov 8, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.10Extrinsic Value100Contract SizeAmericanOptions Type-0.1199Delta0.1210Gamma283.00Leverage Ratio-0.2448Theta-0.0001Rho-33.94Eff Leverage0.0024Vega
-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