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You can find out more about our use of cookies in About Cookies , including instructions on how to turn off cookies if you wish to do so. By continuing to browse this site you agree to us using cookies as described in About Cookies. This chapter explains that CBOE Volatility Index VIX option prices are directly related to the corresponding VIX futures contracts.

It has been found by institutions that at times VIX options offer the ability to hedge an equity portfolio better than other index option products, even products that directly trade based on a portfolio's benchmark index. The expiration date for VIX options is determined in the same manner as expiration for the VIX futures contracts.

The options expire the morning of the Wednesday that is thirty days before the following month's standard equity option expiration Friday. Based on an overnight move in the stock market that impacts the final VIX settlement level, a VIX option contract value can change tremendously.

Trading VIX Derivatives: Trading and Hedging Strategies Using VIX Futures. Options. and Exchange-Traded Notes(Chinese Edition): gedyfej.web.fc2.com: [ MEI ] LUO SU LUO ZI ( Russell Rhoads ): Books

One may observe that much like VIX futures, the VIX option prices are anticipatory based on where the market believes the VIX will be at expiration. BOOK TOOLS Save to My Profile Recommend to Your Librarian. BOOK MENU Book Home.

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S&P/ASX VIX Index - Standard and Poors - ASX

Russell Rhoads CFA Published Online: Trading and Hedging Strategies Using VIX Futures, Options, and Exchange-Traded Notes. Additional Information How to Cite Rhoads, R.

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This Chapter K All Chapters. Futures contracts; VIX options; expiration date; overnight move; stock market; settlement level; contract value; VIX futures. Summary This chapter explains that CBOE Volatility Index VIX option prices are directly related to the corresponding VIX futures contracts. Publications Browse by Subject Resources.