WebNov 22, 2024 · Trading Info. Mini CBOE Volatility Index (VXM) 1/10th of the Full Size VIX contract. The Cboe Volatility Index - more commonly referred to as the “VIX Index” - is an up-to-the-minute market estimate of expected volatility that is calculated by using real-time prices of options on the S&P 500 Index listed on Cboe Exchange, Inc. WebMar 26, 2004 · CFE System Minimum Price Intervals/Dollar Value Per Tick: 0.05 points, equal to $50.00 per contract The individual legs and net prices of spread trades in the VX futures contract may be in increments of 0.01 index points, which has a value of …
Cboe Futures Exchange (CFE) - S&P 500 VIX - Barchart.com
WebContract Specs: CQG Symbol: VX (For example - VXK16) DayTrade Margins per Contract: $2'000. Trading Hours: Open Sunday 5pm CST (Chicago) - Closes 3:15pm CST (Chicago) ... If you would like to enable CFE/CBOE Volatility Index (VIX) Exchange data for Live Trading, please fill out this online form>> WebOn March 26, 2004, the newly created CBOE Futures Exchange (CFE) started to trade an exchange listed volatility product; VIX futures, a futures contract written on the VIX index. It is cash settled with the VIX. Since VIX is not a traded asset, one cannot replicate a VIX futures contract using the VIX and a risk free asset. roberta rafaloff metlife
www.sec.gov
WebVIX Futures Basics. The CBOE Futures Exchange (CFE) provides CBOE Volatility Index (VX) Futures as its signature contract to trade. VX Futures are a calculation of implied volatility of S&P 500 Options. … Web1 Contract Specifications for VIX Futures The notional value of a VIX Futures contract is $1000 times the index. The futures trade in increments of 0.05 or ($50 a tick), but calendar spreads may be quoted in … Webvolatility is a key driver of the shape of the VIX futures term structure and the way it can move in response to changes in perceived risk. CFE lists nine standard (monthly) VIX futures contracts, and six weekly expirations in VIX futures. As such, there is a wide variety of potential calendar spreading opportunities depending on roberta ravenscroft