Tag Archives: VIX Futures

The CBOE Volatility Index edged up on Monday.

On Friday, the CBOE VIX surged, as U.S. stocks struggled to gain ground.

The Chicago Board Options Exchange Volatility Index, commonly known as the VIX, reached an intraday high of 22.46 on a scale of 1-100, where 20 represents the historic average. It would eventually settle up 7.5% at 21.46.

In stocks, the large-cap S&P 500 Index (SPY) declined 0.1% on Monday.

iPath S&P 500 VIX Short Term Futures ETN: (NYSEARCA: VXX) Designed to offer exposure to the S&P 500 VIX Short Term Futures Index Total Return. The Index utilises CBOE Volatility Index futures by investing in first and second-month VIX futures contracts. VXX advanced 1.1%.

ProShares Short VIX Short-Term Futures (SVXY) to track the S&P 500 VIX Short Term Futures Index’s inverse daily performance. SVXY records a small decline of 0.6%.

ProShares UltraShort Term VIX Futures: (UVXY) UVXY delivers 1.5X (leveraged) returns of the day’s moves in the S&P 500 VIX Short Term Futures Index. This index includes the two front months from the futures contract. UVX advanced 1.5%.