Weekly VIX futures and options

FSU · Jan 30, 2014

The CBOE announced that they will begin trading weekly expiration VIX futures and options. Weekly VIX futures start Feb 13th. Should be interesting.

http://www.cboe.com/micro/vxst/pdf/VXST.pdf

http://ir.cboe.com/releasedetail.cfm?ReleaseID=822177

TskTsk · Jan 30, 2014

Thanks for the heads up, this is very interesting indeed. I for one will be all over this. Wonder if we'll get shorter term ETN/ETFs than the VXX also. VXX with weekly rolling futures, now there's some contango for you!

slickpick · Feb 6, 2014

VXST futures = T+9
VIX futures = T+30

not the same thing.

FSU · Feb 11, 2014

Unfortunately, it seems many platforms and brokers will not offer trading in these.

TskTsk · Feb 12, 2014

FSU said:
Unfortunately, it seems many platforms and brokers will not offer trading in these.

Where did you read this?

FSU · Feb 12, 2014

TskTsk said:
Where did you read this?

Think or Swim, not for awhile
REDI, not until June
Per phone conversations with them

TskTsk · Feb 12, 2014

What about IB, know anything of them? I see IB has the VXST index available at least...

NKVI>NH · Feb 12, 2014

ib will have these.

not sure if u guys realize..cfe has brought out tons of new stuff for years and ZERO other than vix futures has gotton any traction.

only thing these have going is the full size and they are vix. look at vxn, rvx, gvz, ovx, etc..not doing so hot.

TskTsk · Feb 12, 2014

Id trade RVX and OVX if option markets weren't so wide on them

NKVI>NH · Feb 12, 2014

TskTsk said:
Id trade RVX and OVX if option markets weren't so wide on them

RVX at this writing 12 febs traded. nothing elsewhere. in the jap vol i'm like half the size on some days.

anyway if these get some volume they can be great for fading vol extremes..we will see tomorrow,