0.30Open0.46Pre Close1 Volume224 Open Interest10.00Strike Price30.00Turnover39.75%IV1.48%PremiumJul 12, 2024Expiry Date0.15Intrinsic Value100Multiplier4DDays to Expiry0.15Extrinsic Value100Contract SizeAmericanOptions Type0.6543Delta0.8163Gamma36.91Leverage Ratio-0.0201Theta0.0008Rho24.15Eff Leverage0.0042Vega
ProShares VIX Short-Term Futures ETF Stock Discussion
$CBOE Volatility S&P 500 Index(.VIX.US)$ $ProShares VIX Short-Term Futures ETF(VIXY.US)$ $ProShares UltraPro Short QQQ ETF(SQQQ.US)$ $iShares 20+ Year Treasury Bond ETF(TLT.US)$
The volatility index or VIX is a measure of the put to call ratio in the market. Essentially when everyone is short on the market then VIX is going up and when everyone is long on the market then VIX is going down. In the past when there were very few investors short in the market and that was when VIX rarely had any movements and technical analysis would seem useless except for the first example im providing in t...
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