Week in Volatility
Markets fell, and VIX rose substantially on Wednesday. What is unusual that is week over week long-term futures were practically unchanged, slightly higher for VIX, and slightly lower for VSTOXX futures. GVZ volume is not growing - with zero futures and 40 options contracts traded in the last week. It also looks like the bid-ask spreads on GVZ options have widened since the contract listed. Oh well...
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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...
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John “Hojun” Hwang is the author of VIX, VIX Futures, and VIX ETNs, a conceptual guide to trading the VIX index. He graduated with degrees i...
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This week 's market movements were largely driven by renewed recession fears in the wake of a sharp rise in office v... -
Wall st delivered a mixed bag of news with VIX, VNKY, and VSTOXX and their underlying markets almost unchanged. VXD - volatility index based...
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