VIX 9D options

[syswizard]

https://www.cboe.com/products/vix-i...ck-indexes/cboe-s-p-500-9-day-vol-index-vix9d
Wow, I just got wind of this new index...which is basically a derivative of a derivative.
It doesn't get much more volatile than that.
Has anyone attempted to trade this CBOE vehicle ?

 

[tommcginnis]

This is the old VXST. Not sure why it was re-named, but it keeps with the others, so....?

In any event, while not trading it, I've used it for years to provide a little broader window on market outlook: per-strike IV, then VIX9D, then VIX. Good barometers.

 

[guru]

https://www.cboe.com/products/vix-i...ck-indexes/cboe-s-p-500-9-day-vol-index-vix9d
Wow, I just got wind of this new index...which is basically a derivative of a derivative.
It doesn't get much more volatile than that.
Has anyone attempted to trade this CBOE vehicle ?

But what do you mean by VIX 9D “options”? I don’t see any options on it.?

 

[BlueWaterSailor]

a little broader window on market outlook: per-strike IV, then VIX9D, then VIX

Oooh, nice. Stealing.

I've been looking at MAs for both it and VIX to get a rough idea of the vol term structure (to be used in further calculations.) Your approach is... a bit more directly applicable. Danke schön.

 

[syswizard]

This is the old VXST. Not sure why it was re-named, but it keeps with the others, so....?
In any event, while not trading it, I've used it for years to provide a little broader window on market outlook: per-strike IV, then VIX9D, then VIX. Good barometers.

Well Tommy, you seem to be the knowing-F-it all. You should elucidate everything you know about this volatility metric,

 

[Tony Optionaro]

But what do you mean by VIX 9D “options”? I don’t see any options on it.?

That's because there isn't any, on June 18 2015 CBOE announced that they're pulling the plug on VXST options and futures (VXST=VIX9D). You can trade weekly VIX options now so that should do the trick.