variance swaps ?

it sucks that the CFE variance swap futures never caught on . how can we trade these as individuals without massive hassle regarding counterparty collateral agreements and whatnot . is VIX the only real volatility index that has options and futures on it?

 

not for retail. go back to '00s for institutions

 

i cant, i dont have enough bananas and apples to put in the delorean, so i cant reach 88mph

 

SPX var was a very active market before this spring. You can guess the rest

 

No, recently 2 other vol products (similar to vix) were introduced, 1 by MIAX and the other by another party...

 

weird, just a clone of VIX on SPY ? can I trade it with IB?
It looks like they even bit their code for their website from oxford's realized vol lab.

 

there is also V2X - it's less liquid but it trades and you can probably do something interesting there as a retail trader

 

IMO if you're retail and want to trade volatility, bootstrap your own curve on SMIDs...liquidity provision is king.

 

i have on my todo list ''bootstrapping..' but SMID didn't show up in my jargon file. what is that?

 

IB shows that there are no options for V2X. I'll have to think about options on futures..