S&P VIX STR Index will continue roll to V2/M2 as the constant 30 Day rolling
Index weightings between V1/M1 & V2/M2.
As a consequence, 82% of the time the VX Futures see time decay close the
Roll Yield.
Roll Yield is calculated by the spread between V1/M! & V2/M2 as a percentage.
The average is roughly 8%, over this percentage an we see Price tend towards
a decay of Price through time into the next Rollover.
On April 19th CASH VIX Closed @ 22.50 - the VXQ closed @ 21.45
* A LARGE TELL: The Negative Roll Yield :)
The value of ETPs are all calculated from the 30 Day Constant.
All derivatives: VXX, UVXY, SVXY are calculated using this formula.
Price can change at any time, it is important to remember this - there is
a clear percentage of the time when the VIX can move far higher.
The trick is to determine when the probability favors this move.
Index weightings between V1/M1 & V2/M2.
As a consequence, 82% of the time the VX Futures see time decay close the
Roll Yield.
Roll Yield is calculated by the spread between V1/M! & V2/M2 as a percentage.
The average is roughly 8%, over this percentage an we see Price tend towards
a decay of Price through time into the next Rollover.
On April 19th CASH VIX Closed @ 22.50 - the VXQ closed @ 21.45
* A LARGE TELL: The Negative Roll Yield :)
The value of ETPs are all calculated from the 30 Day Constant.
All derivatives: VXX, UVXY, SVXY are calculated using this formula.
Price can change at any time, it is important to remember this - there is
a clear percentage of the time when the VIX can move far higher.
The trick is to determine when the probability favors this move.
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Le informazioni ed i contenuti pubblicati non costituiscono in alcun modo una sollecitazione ad investire o ad operare nei mercati finanziari. Non sono inoltre fornite o supportate da TradingView. Maggiori dettagli nelle Condizioni d'uso.
Declinazione di responsabilità
Le informazioni ed i contenuti pubblicati non costituiscono in alcun modo una sollecitazione ad investire o ad operare nei mercati finanziari. Non sono inoltre fornite o supportate da TradingView. Maggiori dettagli nelle Condizioni d'uso.