Friday was a huge day for US stocks with broad based indexes rallying nicely. The result was pressure on the SPX related volatility indexes which pushed them from up on the week to having a losing week. Friday’s price action put pressure on the long ETPs and pushed the short ETPs (XIV and SVXY) to […]
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- Russell Rhoads, CFA on Weekend Review – Volatility Indexes and ETPs – 6/12/2016
- Simon Lee on Weekend Review – Volatility Indexes and ETPs – 6/12/2016
- Russell Rhoads, CFA on Weekend Review – VIX Options and Futures – 3/6/2016
- Jim Carroll on Weekend Review – VIX Options and Futures – 3/6/2016
- Russell Rhoads, CFA on Last Week in VIX – 1/25/2015
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Weekend Review of Volatility Indexes and ETPs – 1/14/2018
We got an interesting move in the VXST – VIX – VIX3M – VXMT curve last week. The short end moved higher despite a nice bullish move out of stocks. The volatility market has been a bit jumpy like we are bracing for an unforeseen spike. We’ll see if the nervousness is justified. I’ve been […]
Futures and Options, Performance, VIX
UVXY, VIX, VXX