The dynamically updated chart above uses delayed quotes from Google Finance. It details the interpolation / extrapolation process that computes the 30 day VIXMO from two close-in months of SPX options (VINMO and VIFMO). This calculation is the legacy version of the VIX that was used from 23-Sept-2003 through 5-Oct-2014. On October 6th, 2014 the CBOE modified the calculation to start using SPX weekly options …
Update TRSK & SPXH were shutdown in March 2018, probably because they never gained enough assets to be profitable for the issuer. In general, these fund performed as expected. They likely would have really done well in a major correction or bear market but that didn’t happen during their lifetimes. Their main weakness is that they tended to lose value when volatility makes sudden shifts. …
Update Trade Options Weekly no longer appears to be around, but there are people still providing the same basic strategy (e.g, 5Percent{PerWeek.com). Be aware these are high risk strategies Original Post If you do any amount of browsing on stocks and options you’ve seen ads for services that tout weekly percentage gains of several percent. I’ve never really been tempted to investigate these—I reflexively …
Update: On October 6th, 2014 the CBOE changed the calculation method for the VIX to include SPX weekly options, the old VIX calculation is still being reported using the VIXMO (VIX Month Only) ticker. The new calculation uses the VIX ticker. For more on the new calculation see “Calculating the New VIX“. The movements of the CBOE’s VIX® are often confusing. It usually moves the opposite …
How does VXX trade? How is VXX’s value established? What does VXX track? How does Barclays make money on VXX? VXX’s 2022 share creation crises On 14-Mar-2022, Barclays suspended share creations of VXX due to an administrative screw-up. During the suspension, VXX traded at premiums as high as 52% over its IV price. This premium over the IV price can develop because share creations are …
