by Ian Cooper
With markets dropping on earnings and uncertainty over the election, volatility is spiking.
Late last week, the Volatility Index (VIX) jumped to a high of 21.44, where it’s now becoming over-extended. In fact, as we’ve seen two times before, when the VIX gets this hot, and this technically stretched, it’ll peter out and start to pull back again. We’ve seen this happen countless times. And if you catch it, you can make some good money.
We’ve discussed how to trade the long side of the VIX with ETFs and ETNs such as:
ProShares Ultra VIX Short-Term Futures ETF (UVXY), which was designed to match two times (2x) the daily performance of the S&P 500 VIX Short-Term Futures Index.
VelocityShares Daily 2x VIX Short-Term ETN (TVIX), which tracks an index of futures contracts on the S&P 500 VIX Short-Term Futures Index.
iPath S&P 500 VIX Short-Term Futures (VXX), which provides exposure to the S&P 500 VIX Short-Term Futures Index Total Return.
Now, we can look at inverse ETFs that benefit from cooling volatility, including:
ProShares Short VIX Short-Term Futures ETF (SVXY), which seeks daily investment results, before fees and expenses, that correspond to one-half the inverse (-0.5x) of the daily performance of the S&P 500 VIX Short-Term Futures Index, as noted by ProShares.com. It also has an expense ratio of 0.95%.
-1x Short VIX Futures ETF (SVIX), is an inverse VIX-linked ETF that seeks to provide daily investment results, before fees and expenses, that correspond generally to the Short VIX Futures Index, as noted by VolatilityShares.com. As the VIX drops, the SVIX ETF rises.
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