I just found out about options on vxst, a short term volatility index. They have weekly options which work well with a strategy that I have, but trading volume is extremely low. I just wondered what other people though about trading these options and if liquidity will pick up anytime soon.
VXST Options - Why is volume so low
- Thread starter robert111
- Start date
rmorse
Sponsor
VIX and SPX are the same procedure.
"As of June 18, 2015, CBOE and CFE will not be adding any new VXST futures and options, but may do so at a later date." -- http://www.cboe.com/micro/vxst/ (as I viewed it on June 22, 2015)
This may be part of a purge of several volatility futures and options products over the past couple of months, at least judging from their disappearance from Interactive Brokers:
OVX - oil futures volatility
VXEEM - volatility of EEM ETF (emerging markets)
VXEWZ - volatility of EWZ ETF (Brazil)
VXN - Nasdaq 100 volatility
VXST - Weekly S&P 500 volatility
VXTYN - US ten year treasury note volatility
I believe that the Chicago Board of Exchange is continuing to publish these indexes, as they do for several other volatility indexes that are not currently used as the basis for any exchange traded financial products (for example, the Dow, S&P 100, Apple, Amazon, Google).
If I understand correctly, these may be the only volatility indexes with US futures contracts remaining:
VIX - S&P 500 volatility
RVX - Russell 2000 volatiilty
VA - S&P 500 variance swaps (slightly different animal, not available at Interactive Brokers)
This may be part of a purge of several volatility futures and options products over the past couple of months, at least judging from their disappearance from Interactive Brokers:
OVX - oil futures volatility
VXEEM - volatility of EEM ETF (emerging markets)
VXEWZ - volatility of EWZ ETF (Brazil)
VXN - Nasdaq 100 volatility
VXST - Weekly S&P 500 volatility
VXTYN - US ten year treasury note volatility
I believe that the Chicago Board of Exchange is continuing to publish these indexes, as they do for several other volatility indexes that are not currently used as the basis for any exchange traded financial products (for example, the Dow, S&P 100, Apple, Amazon, Google).
If I understand correctly, these may be the only volatility indexes with US futures contracts remaining:
VIX - S&P 500 volatility
RVX - Russell 2000 volatiilty
VA - S&P 500 variance swaps (slightly different animal, not available at Interactive Brokers)