Volatility Strategies

​Front-Month VIX Becalmed, As Market Adapts To Post-XIV World

Apr 6, 2018

Front-month CBOE Volatility Index futures have become less reactive to S&P 500 selloffs, while the CBOE VIX Volatility Index has been sliding, with many blaming February’s liquidation of the XIV VelocityShares Daily Inverse VIX Short Term Exchange-traded Note.

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