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Questions tagged [vix]

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How come none of the VIX ETFs track the index exactly? [duplicate]

For example the VXX ETF (https://finance.yahoo.com/quote/VXX) does not track the index exactly (https://finance.yahoo.com/quote/%5EVIX/)
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1answer
114 views

How was the media able to identify that certain VIX put and calls were made by the same entity?

From the article below, how can someone be certain all these trades were performed by the same entity? To fund it, the investor sold approximately 260,000 VIX puts expiring in January with a ...
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1answer
150 views

XIV Liquidation and VIX clearance

I was watching the TV show Billions today, and a fund manager in the show was referring to how their fund avoided XIV Liquidation by selling VIX position earlier than others. I didn't quite understand ...
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2answers
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When using the VIX index, is it similar to calculating volatility?

Im trying to understand the VIX Index, it gives the implied volatility of the S&P500. Now if I was to calculate the volatility of the S&P500 using standard deviations of the returns over a ...
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Can I trade options on the VIXC (i.e. the Canadian VIX)? Option strategies for VIX?

Two questions: 1) Can I trade options on the VIXC (i.e. the Canadian VIX)? I know this is possible for the American VIX, but does anyone know if this is doable with the VIXC? 2) What kind of trading ...
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Why are historical prices of stocks different on different websites? Which one should I believe?

So, this might look like gambling, but I recently read about a get-rich-quick scheme: trading SVXY or XIV or ZIV or whatever ETF/ETN there is that shorts the VIX futures in some way, buying whenever ...
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1answer
341 views

VIX and XIV moved in same direction?

Both VIX (S&P 500 volatility index) and XIV (the inverse) decreased price today. Aren't they supposed to have the exact opposite percentage gain/loss intra-day?
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2answers
292 views

Why can I see/trade VIX but not S&P/TSX 60 VIX?

I am using Questrade and if I do a look up for VIX.IN, I find it: However, I can't find S&P/TSX 60 VIX: Why is this? I can see that it is being traded...
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185 views

How to hedge volatility decreases

My particular options positions are typically a long delta, and long vega. Decreases in implied volatility, or specifically the VIX, can drastically alter the profitability of my position. Is there a ...
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2answers
1k views

How to understand a volatility based ETF like VXX

The ETF VXX is based on the volatility index VIX. If volatility goes up, VIX goes up and VXX goes up. Similar thing for the downside. Now when I buy an ETF like SPY, I can conceptually understand that ...
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4answers
16k views

What does it mean to long convexity of options?

In this Bloomberg video, Curnett talks about volatility and the convexity of options. Specifically, he says; "The spread between the VIX sitting there at 20 for a period of time and this realized ...
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381 views

If you want to trade an equity that reflects changes in VIX, what is a good proxy for it?

If you want to trade an equity that reflects changes in VIX, what is a good proxy for it?
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153 views

How should I use the Volatility Index?

I do have a basic understanding of the Volatility Index (Chicago Board Options Exchange Market Volatility Index), but I wasn't sure how this index is best used by an individual, average investor. ...