VXN Futures Listed, CBOE Product Expands To 6

This week CBOE (re-)listed VXN volatility futures bringing the total number of distinct volatility futures to 6. VIX remains the leader in volume, but other products are trading as well: GVZ which I thought was pretty much dead traded 6 contracts, VXEM future - the second most popular CBOE product traded 2955 contracts, VXEW 156 contracts, OVX 416 contracts, and VXN debuted with 39 contracts. 







at

No comments:

Post a Comment

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...

  • Some New Developments In Volatility Calculations
    If you're working with daily data (without access to intraday data) and need to calculate volatility, then using close-to-close squared ...
  • Simple Trick to Convert Volatility
    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 ...
  • DBCVIX Index
    Deutsche Bank Currency Volatility Index was developed to provide an implied volatility benchmark for major currency markets. The index is d...