VIX指数本身是不可交易的,所以很多机构推出了一些机制(所以是derivative of derivative),这些包括VIX futures定约,VIX指数期权,和基本的VIX futures交易基金。这里VIX futures反映的是未来一段时间的VIX的期望值,可以是短期的1个月或中期的半年。这些Futures其实跟VIX指数期权(也有1,2个月或半年的)的定价是一致的。VI...
The Chicago Board Options Exchange (2003) defines VIX as being a measure of the expected volatility of the S&P 500 over the next 30-days. It follows that VIX futures pri...Chang, C.-L., J.-A. Jimenez-Martin, M. McAleer and T. Perez Amaral (2013), The rise and fall of S&P500...
S&P 500 Futures Flat in Premarket Trading; Credo Tech Group, OneStream Lead Dec. 3, 2024 7:07 a.m. ET BlackRock to Buy HPS for $12 Billion. It’s Going Big on Private Markets. Dec. 3, 2024 6:34 a.m. ET Super Micro Stock Is Surging Again. These Questions Still Need Answers. De...
$iPath Series B S&P 500 VIX Mid-Term Futures ETN(VXZ)$前段时间做的VXZ,今天终于找机会给平仓了。小赚500美金,本来应该赚5000美金的。 $钯金ETF-ETFS(PALL)$精准卖出后,又捡了回来。没有期权只能硬建仓。 $铂金ETF-ETFS(PPLT)$看到100以上。
Determinants of intraday price discovery in VIX exchange traded notes This study investigates the intraday price discovery of the VIX short€ term futures ETN (VXX) and inverse VIX short€ term ETN (XIV) for the period Januar... A Fernandez-Perez,B Frijns,I Gafiatullina,... - 《Journal ...
US Europe Asia FX Rates Futures Crypto Range Dropdown Markets Dow 44,770.91 -139.74 -0.31% S&P 500 6,047.34 14.96 0.25% Nasdaq 19,413.20 195.04 1.01% VIX 13.41 -0.10 -0.74% Gold 2,665.90 -15.10 -0.56% Oil 68.01 0.01 0.01% Latest News All Times Eastern scroll up scroll down 3:44p ...
US Europe Asia FX Rates Futures Crypto Range Dropdown Markets Dow 42,342.24 15.37 0.04% S&P 500 5,867.08 -5.08 -0.09% Nasdaq 19,372.77 -19.92 -0.10% VIX 24.09 -3.53 -12.78% Gold 2,609.50 1.40 0.05% Oil 69.91 -0.73 -1.03% Latest News All Times Eastern scroll up scroll down 7:32p ...
Stock futures dipped in overnight trading Sunday after the S&P 500 posted its biggest weekly gain in almost five months on the back of easing inflation data.Dow Jones Industrial Average futures fell 100 points. S&P 500 futures declined 0.4% and Nasdaq 100 futures traded 0.6% lower.The S&P ...
. In addition, it limits the risk of the short VIX exposure with long VIX calls struck 25 points higher than the VIX futures price, or at the closest strike above when this strike is not listed. Since the multiplier of VIX options is 100, each VIX futures is covered by 1...
On futures charts, the horizontal purple line above the Volume bars represents Open Interest. Technical Charts have the option to create Spread Charts, with the ability to choose from a number of common spreads (such as Corn 1-2, Soybeans Crush, and Wheat Butterfly), or allowing you to en...