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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The biggest news this week is that Deribit is moving ahead with launching futures on their DVOL Bitcoin volatility index. Like with every ne...
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