0.00Open0.00Pre Close0 Volume0 Open Interest15.50Strike Price0.00Turnover757.69%IV49.47%PremiumJul 12, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.00Extrinsic Value100Contract SizeAmericanOptions Type0.4835Delta0.0449Gamma4.82Leverage Ratio-0.4017Theta0.0004Rho2.33Eff Leverage0.0047Vega
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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