VXX UVXY Archives - Cboe Blogs

  • Market News | Jul 18, 2015, 8:00 AM

    The Week in Volatility Indexes and ETPs - 7/13 - 7/17

    The Week in Volatility Indexes and ETPs - 7/13 - 7/17

    Last week VIX did what I guess it is supposed to do and moved to very low levels to reflect that we are in the summer doldrums.   VIX dropped in a way it usually rallies and was down 29% last week for the third biggest one week drop since 1990. VXST was down over 43% as the curve went quickly from slight backwardation to contango. The long ETP’s got slapped around a bit with VXX losing 17% and the leveraged funds giving up about 33%. The inverse funds moved higher, but only by about[...]