VIX FUTURES contract

Discussion in 'Index Futures' started by Bsulli, Sep 5, 2003.

  1. Bsulli


  2. Momento


    cool :eek:
  3. Nice :D
  4. vega


    Here's an interesting situation--Let's say I SELL a put in the VIX, does that mean I'm long volatility by selling premium ?:eek: This product is going to lead to a whole new game of arbitrage, time to start finding your angles gentleman !!

  5. nitro


  6. I'm surprised there isn't any e-mini futures contract on the SOX index.

  7. Bsulli


    Yes they are changing the calc formula. For one they will be switching from the sp100 to the sp500 which will provide a broader market picture of volatity.

    Personally I think this one will catch on and be a winner of a contract.

    my two(somedays American, somedays Canadian) cents worth.

  8. I think its a winner as well. For years people have speculated as to why there hasnt been a VIX futures contract and finally with CBOE seat prices way down in the dumps, they have become more innovative in launching new products.
  9. Speculator1929

    Speculator1929 Guest

    This is one of the few new products in recent years that actually adds value for the public unlike SSFs. This gives the public a chance to hedge volitility or even position in it.

    The greatest thing since sliced bread or the married put.
  10. Very interesting. Nearly exotics as an options trade will be trading options on options.
    #10     Sep 5, 2003