Vix Etf

Futures contracts

 

A VIX etf is theoretically easily possible, but in reality, there are problems:

- Constantly needed portfolio adjustments (paid premiums) would very likely create extraordinarily high maintenance fees.

- We could need more than 1 etf:
IV for 1M, 3M, 12Months

 

That's the case for almost all ETFs that track some type of index using derivatives.

 

Options on the VIX expire next Wednesday. THAT, combined with tomorrow's equity-option expiration is "skewing" the VIX index.

 

How is the volume on CBOE/CFE VIX futures?

 

VXX VXZ