How Does VXX Work?

Update 17-September-2022 Effective 14-Mar-2022 Barclays suspended share creations of VXX. Barclays has said that they intend to resume creations on VXX but they have not given a date. It could be any day now, and likely within the next month. Since the suspension, VXX has traded at premiums as high as 52% over its IV price. The IV price is driven off an index SPVXSTR, …

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