VSTOXX is the second most popular volatility contracts after VIX. Eurex lists two more options months than CBOE - September and November, however there was no trading activity in these contracts in the past week. VSTOXX front month futures ended the week exactly where they started - at 18.90, and near months ATM volatility rose, which is a typical behavior for volatility options.
Subscribe to:
Post Comments (Atom)
Weekly market report
Wall st delivered a mixed bag of news with VIX, VNKY, and VSTOXX and their underlying markets almost unchanged. VXD - volatility index based...
-
As I am sure all of you know Russia has began a full scale war against my home country Ukraine. Please make no mistake - Putin's goal ...
-
Many investors are looking at VIX and VSTOXX indexes as a leading indicators of volatility in equity markets, however many are confused by t...
-
Deutsche Bank Currency Volatility Index was developed to provide an implied volatility benchmark for major currency markets. The index is d...
No comments:
Post a Comment