03-11-2010, 09:01 AM
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| VIX Vs VIX Futures
VIX Futures are relatively new product, having been around just a few years. The VIX Futures ETF made its debut in early 2009. After an initial re-set of volatilty lower after the credit crunch, a relationship can be seen here that may be more intuitive than some other ways. This method 'indexes' VIX and VXZ to a fixed starting and shows the path of each since that starting date.
As of last night, the relationship may be at near-term inflection point: http://www.etfreplay.com/blog/post/2...X-Futures.aspx  |
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Linear Mode
