SVOL typically shorts between 20% and 30% of its portfolio across the VIX futures term structure, greatly limiting downside risk compared to other products with more exposure. SVOL allocates 2% to 4% ...

VXX and UVXY are long volatility ETPs using VIX futures for convex payoff in the event of a market crash. VIX is at 24 following a dramatic spike to 60. Both ETPs have had huge rallies, but the rally ...

The term structure of VIX futures is best approached not as an actual forecast of market volatility but as a complex measure of uncertainty, historical tendencies, and demand in S&P 500 options ...

The stock market is volatile. Exchange-traded products that measure the volatility of the stock market are even more volatile. Yes, volatility is volatile. When used properly (and managed daily), ...

Mit der Anmeldung erhalten Sie E-Mails über CoinDesk-Produkte und stimmen unseren Nutzungsbedingungen und Datenschutzrichtlinie. The renewed premium indicates that institutional activity is no longer ...