OVX futures?

Discussion in 'Commodity Futures' started by heech, Nov 25, 2009.

  1. heech


    Hi guys,

    Any insight on if/when CBOE will introduce OVX futures/options, just as it has with VIX?

  2. soon
  3. heech


    Are you affiliated with CME in any way? Just curious.
  4. heech


  5. I'm sure it'll be just as thin as the regular vix outrights, hopefully the options are liquid.
  6. bone

    bone ET Sponsor

    Anybody have a link to the contract specs, so that I can go ahead and calculate the hedge ratio with the Nymex WTI Straddle?
  7. Mitch83


    Launched Oct. 18th.

    Anybody knows when IB adds them for trading?
  8. heech


    It says the contract multiplier is $500. So, with "OIV" (the symbol) at 32.88... each futures = $15000 notional?

    And if OIV jumps 10 pts... your $15000 -> $20000. Seems simple enough to figure out.

    Has anyone done research on how VIX trading has affected actual IV on S&P options? Just curious whether people moving their trading to pure volatility has affected the resulting implied volatility on the underlying...
  9. heech


    Anyone know if this thing is actually trading today, as originally specified? Nothing new on the CME site.

    The (root) symbol appears to be CVF.
    #10     Oct 18, 2010