交易波动率？先搞懂VIX和VXX！ - 知乎专栏
VIX是衡量市场波动率的指数，也经常被称为恐慌指数，原因是市场波动越大，越恐慌，VIX也越高。 大的概率是标普跌，VIX涨，反之亦然。 由于VIX是指数不能直接交易，市场上就有了VIX期货，VIX指数期权和VIX相关的ETF和ETN来供投机者投机和对冲。 VIX指数的计算方法，VIX期货的运作方法都属于散户能接触到的产品中最复杂的一种，我们就不过多阐述其中的细节了。 下图里列出了方便我们散户可以交易的VIX相关的产品。 如果要投机的话，作为市场上交易量最大，最 …
iPath Series B S&P 500 VIX Short-Term Futures ETN (VXX)
Find the latest iPath Series B S&P 500 VIX Short-Term Futures ETN (VXX) stock quote, history, news and other vital information to help you with your stock trading and investing.
UVXY 指数和VXX 和 VIX 区别-美股做空的秘密 - 雪球
Sep 6, 2015 · VIX指数本身是不可交易的，所以很多机构推出了一些机制（所以是derivative of derivative），这些包括VIX futures定约，VIX指数期权，和基本的VIX futures交易基金。 这里VIX futures反映的是未来一段时间的VIX的期望值，可以是短期的1个月或中期的半年。 这些Futures其实跟VIX指数期权（也有1，2个月或半年的）的定价是一致的。 VIX futures有延期（contango）损耗。 这是为什麽呢？ 因为随着时间的流逝，机构会将VIX futures定约，换成再下个月的定约 …
Volatility ETFs halted as VIX sees biggest drop on record
1 day ago · The iPath Series B S&P 500 VIX Short-Term Futures ETN VXX was halted for about 10 minutes at around 1:35 Eastern time as the VIX tumbled, eliciting a more than 20% drop in the ETN. By the time the ...
iPath Series B S&P 500 VIX Short-Term Futures ETN - MarketWatch
3 days ago · The Fund seeks to offer exposure to a daily rolling long position in the first and second month VIX futures contracts and reflects the implied volatility of the S&P 500 Index at various points ...
VXX ETF Stock Price & Overview
Apr 4, 2025 · Get a real-time stock price for the VXX ETF (iPath Series B S&P 500 VIX Short-Term Futures ETN) with an overview of various metrics and statistics.
波动率指数与相关交易标的：VIX, VXV, VXX - 知乎
CBOE官网可以下载VIX等指标的csv数据，例如该链接： Volatility Price Charts. 基于VXV/VIX可以开发short VXX的交易策略，详见： Short VXX strategy 以及 VXV-VIX Contango Ratio Strategy。 关于VXX的交易、time decay细节，可参见 老虎证券 的文章： 《美股做空的秘密：UVXY指数和VXX和VIX区别》。 芝加哥交易所不止有反映30日（自然日）波动率的VIX，还有反映9日波动率的VXST、93日（三个月）波动率的VXV Source: CBOEVXV的波动性小于VIX，这一点跟历史波 …
VXX iPath® Series B S&P 500® VIX Short-Term Futures™ ETN
Apr 4, 2025 · A high-level overview of iPath® Series B S&P 500® VIX Short-Term Futures™ ETN (VXX). Stay up to date on the latest price, chart, news, analysis, fundamentals, trading and investment tools.
VXX Quote - iPath Series B S&P 500 VIX Short-Term Futures ETN …
Performance charts for iPath Series B S&P 500 VIX Short-Term Futures ETN (VXX - Type ETF) including intraday, historical and comparison charts, technical analysis and trend lines.
VXX vs VIX Options: 5 CRUCIAL differences - projectfinance
Sep 21, 2021 · The key to understanding the difference between these two products lies in their composition: the VIX is formed with S&P 500 options; VXX is formed with VIX futures. Therefore, you can think of VXX as a sort of “derivative of a derivative”, not to get too “Inception” on you!