Showing posts with label weekly vix. Show all posts
Showing posts with label weekly vix. Show all posts

Weekly VIX Options

According to the Bloomberg report CBOE will start trading weekly options on the VIX. I was very excited about the news until I found the details on CBOE website here:
  • The options will trade on CFE, not CBOE
  • The options are American-style, exercised into near-term futures
  • Expire on Fridays, not Wednesdays
I think these points create unnecessary complexity, and I doubt the contracts will attract significant volume. This is very unfortunate, as I think short-term VIX plays could provide really interesting trading opportunities if the weekly options were the same as regular ones in terms of exercise and trading platform.
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