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% ...
Explore the VIX, the go-to index for tracking S&P 500 volatility. Learn about its calculation and impact on your investment ...
Wall Street's fear gauge has reversed course after a historic surge earlier this week. The VIX hit its third-highest level ever on Monday due to a violent unwind of the yen carry trade. The degree of ...
In opposition to S&P 500 options, the implied volatility for VIX options increases when approaching expiry, making them a very attractive hedging tool. The inverted volatility surface of VIX options ...
The Chicago Board Options Exchange’s VIX volatility index is often referred to as “Wall Street’s fear gauge,” and it is currently showing that investors aren’t scared. The VIX currently stands close ...
Buy low, sell high. The trend is your friend. Sell in May and go away. Wall Street is teeming with familiar financial adages. But there’s one you may not have heard of: “When the VIX is high, it’s ...