Trading the Recent Spike in Market Volatility
A sharp spike in market volatility during the fall of 2021 has put the sector in focus, with renewed attention on products like VIX, VXX, VVIX, UVXY and SVXY.
Trading the Recent Spike in Market Volatility
VVIX: Measuring the Volatility of VIX
When the VIX starts ripping, many traders expand their watchlists to include additional volatility products such as VXX, SVXY and UVXY—as outlined recently by luckbox. Another parameter that tends to draw extra attention during sharp corrections is VVIX. This metric is effectively the “VIX of VIX” as it reports on implied volatility in the VIX, … Continued
How Volatility Products Behave
One of the big winners from last week was the volatility space, which received an outsized amount of attention due to the rout in global stock market indices. The VIX, or CBOE Volatility Index, had recently been pushed out of the investor consciousness as it dragged along the seafloor of the volatility landscape, languishing in … Continued