On Yahoo : http://finance.yahoo.com/q/bc?s=^VIX&t=2y&l=off&z=l&q=c&c= On Interactive Brokers: VIX CBOE VOLATILITY INDEX (VXG8) (Exp: 20080220) [Details] Futures n/a USD CFE VIX CBOE VOLATILITY INDEX (VXK7) (Exp: 20070516) [Details] Futures n/a USD CFE VIX CBOE VOLATILITY INDEX (VXK8) (Exp: 20080521) [Details] Futures n/a USD CFE VIX CBOE VOLATILITY INDEX (VXM7) (Exp: 20070620) [Details] Futures n/a USD CFE VIX CBOE VOLATILITY INDEX (VXN7) (Exp: 20070718) [Details] Futures n/a USD CFE VIX CBOE VOLATILITY INDEX (VXQ7) (Exp: 20070822) [Details] Futures n/a USD CFE VIX CBOE VOLATILITY INDEX (VXU7) (Exp: 20070919) [Details] Futures n/a USD CFE VIX CBOE VOLATILITY INDEX (VXV7) (Exp: 20071017) [Details] Futures n/a USD CFE VIX CBOE VOLATILITY INDEX (VXX7) (Exp: 20071121) [Details] Futures n/a USD CFE CBOE VOLATILITY INDEX (VXM7) http://www.interactivebrokers.co.uk/en/main.php [contract search]
On IB this link http://www.interactivebrokers.com/e...?exch=cfe&showcategories=FUTGRP&ib_entity=llc # IB Symbol Product Description (click link for more details) Symbol Currency BXM : CBOE BUYWRITE MONTHLY IX BX USD CYX : CBOE CHINA INDEX CX USD VXD : CBOE DJIA VOLATILITY INDEX DV USD VT : CBOE S&P 500 THREE MONTH VARIANCE VT USD VIX : CBOE VOLATILITY INDEX VX USD #
Is about trading VX future contract... If you speak about options, please, only of futures options! and so yes of which date and strike? Thxs
Today it was possible to entry @ 129.75 exit @ 132.25 VIX (Volatility index)(may07) see the chart below
there is a 10 days chart VX index Future (MAY-07) 1 tick = $:10- VIB = VIX x 10 VX = VIB x 100 Scale out order for 10 days entry @ 130.35 sc 1 @ 131.35 = 10 ticks -> 100$ sc 2 @ 133.35 = 30 ticks -> 300$ sc 3 @ 136.35 = 60 ticks -> 600$ ^VIX on Y! -> http://finance.yahoo.com/q/bc?s=^VIX&t=6m&l=off&z=l&q=c&c= IG charts on attach (gains on 10 days : +$:2,900-~/ about 12% of the account/ )
For sure. Moreover the vix futures don't move in lockstep with the underlying vix index. Unlike stock index futures, there is no clear arbitrage mechanism between vix futures and the underlying index. Reason: vix cannot be replicated with a basket of options. The pricing and premium of vix futures is a whole new game. No ideas how to make money from it, but it's certainly interesting.