Vix Etf

[stock_trad3r]

Quote from millionaire7:

Is there any etf for vix.

thanks.

Futures contracts

 

[local_crusher]

A VIX etf is theoretically easily possible, but in reality, there are problems:

- Constantly needed portfolio adjustments (paid premiums) would very likely create extraordinarily high maintenance fees.

- We could need more than 1 etf:
IV for 1M, 3M, 12Months

 

[traderyin]

Quote from local_crusher:

A VIX etf is theoretically easily possible, but in reality, there are problems:

- Constantly needed portfolio adjustments (paid premiums) would very likely create extraordinarily high maintenance fees.

- We could need more than 1 etf:
IV for 1M, 3M, 12Months

That's the case for almost all ETFs that track some type of index using derivatives.

 

[Landis82]

Options on the VIX expire next Wednesday. THAT, combined with tomorrow's equity-option expiration is "skewing" the VIX index.

 

[cszulc]

How is the volume on CBOE/CFE VIX futures?

 

[Cdntrader]

Quote from millionaire7:

Is there any etf for vix.

thanks.

VXX VXZ