N newtrane Jun 23, 2005 #1 The VIX index increased by nearly 6% today on the down movement of the equity markets. However, the VIX Futures do not move at all - What's going on here? Thanks!
The VIX index increased by nearly 6% today on the down movement of the equity markets. However, the VIX Futures do not move at all - What's going on here? Thanks!
K ktm Jun 23, 2005 #4 The VIX futures do a very poor job of tracking the VIX. That's why no one trades them.
K ktm Jun 23, 2005 #6 Check out the options forum...plenty of good threads there with various strategies for playing volatility.
Check out the options forum...plenty of good threads there with various strategies for playing volatility.