VXST options

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lcs

NEW OPTIONS ON CBOE SHORT-TERM VOLATILITY INDEX (VXST) LAUNCH THIS THURSDAY
On Thursday, April 10 CBOE plans to launch options on the CBOE Short-Term Volatility IndexSM (VXSTSM Index). Like the CBOE Volatility Index® (VIX® Index), VXST reflects investors' consensus view of expected stock market volatility. While the VIX Index has a 30-day horizon and is calculated using SPXSM monthly options, the VXST Index looks out just 9 days and includes S&P 500® options that expire in one week in its calculation. With this 9-day window, VXST is particularly responsive to changes in shorter-term volatility. For example, on April 15, 2013, the S&P 500® Index fell 2.3%, while the VIX Index rose 43.2% and the VXST Index rose 81.8%.
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interesting...can start mixing cocktails from all the derivatives of derivatives...
SPX/SPY/VXST/VIX weekly/monthly/quarterly/index option/future/future options/ETFs/ETF options...geez
thoughts/comments?

anyone knows how to get the bbg tickers for later expiries? i can only find Z1 to Z5.
http://www.cboe.com/micro/weeklys/availableweeklys.aspx
SPXW (EOW) Options Available Expirations: 4/11/14 4/25/14 5/2/14 5/9/14 5/23/14 5/30/14 6/6/14
http://cfe.cboe.com/tradecfe/ticker_vxst.aspx

can spend days and hours on the cboe website
 
Cool. Let's hope we get some liquidity into the VXST because so far it has sucked balls.

not really sure how many cocktails you can mix. VXST, VIX, VXX & other ETFs are pretty much tied solely to the term structure behavior of SPX vol. Nothing magic IMO.
 
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