interesting...can start mixing cocktails from all the derivatives of derivatives... SPX/SPY/VXST/VIX weekly/monthly/quarterly/index option/future/future options/ETFs/ETF options...geez thoughts/comments? anyone knows how to get the bbg tickers for later expiries? i can only find Z1 to Z5. http://www.cboe.com/micro/weeklys/availableweeklys.aspx SPXW (EOW) Options Available Expirations: 4/11/14 4/25/14 5/2/14 5/9/14 5/23/14 5/30/14 6/6/14 http://cfe.cboe.com/tradecfe/ticker_vxst.aspx can spend days and hours on the cboe website
Cool. Let's hope we get some liquidity into the VXST because so far it has sucked balls. not really sure how many cocktails you can mix. VXST, VIX, VXX & other ETFs are pretty much tied solely to the term structure behavior of SPX vol. Nothing magic IMO.