VIX futures

E631877

VIX futures are exchange-traded derivative contracts that allow investors to speculate on or hedge against future volatility in the U.S. stock market as measured by the Cboe Volatility Index (VIX).

All labels observed (2)

Label Occurrences
VIX futures canonical 3
Cboe Volatility Index futures 1

How this entity was disambiguated

Statements (49)

Predicate Object
instanceOf derivative instrument ⓘ
futures contract ⓘ
volatility derivative ⓘ
category exchange-traded derivatives ⓘ
denominatedIn US dollar ⓘ
hasExpiration monthly contracts ⓘ
weekly contracts ⓘ
hedges equity portfolio volatility ⓘ
options vega exposure ⓘ
introducedBy Cboe Global Markets ⓘ
marginRequired yes ⓘ
marketRole indicator of market fear ⓘ
tool for tail-risk hedging ⓘ
measures expected volatility of S&P 500 index options ⓘ
notionalValueDependsOn VIX futures price ⓘ
contract multiplier ⓘ
pricingDependsOn VIX term structure ⓘ
implied volatility of S&P 500 options ⓘ
purpose hedging equity market volatility ⓘ
portfolio risk management ⓘ
speculating on future volatility ⓘ
quotedAs index level ⓘ
region United States ⓘ
regulator CFTC ⓘ
U.S. Commodity Futures Trading Commission ⓘ
relatedTo S&P 500 Index ⓘ
VIX options ⓘ
equity index futures ⓘ
riskFactor basis risk ⓘ
liquidity risk ⓘ
term structure risk ⓘ
volatility risk ⓘ
settlementExchange Cboe Futures Exchange ⓘ
settlementReference VIX Special Opening Quotation ⓘ
settlementType cash-settled ⓘ
strategyUse calendar spread strategies ⓘ
long volatility strategies ⓘ
short volatility strategies ⓘ
volatility term structure trades ⓘ
tickerExample VX ⓘ
tradedOn CFE ⓘ
Cboe Futures Exchange ⓘ
underlyingAsset Cboe Volatility Index ⓘ
VIX ⓘ
underlyingIndexProvider Cboe Global Indices ⓘ
linked to: Cboe Global Markets
usedBy hedge funds ⓘ
institutional investors ⓘ
proprietary trading firms ⓘ
volatility arbitrageurs ⓘ

How these facts were elicited

Referenced by (4)

Full triples — surface form annotated when it differs from this entity's canonical label.

Cboe Global Markets → notableProduct → VIX futures ⓘ
Cboe Futures Exchange → listsProduct → Cboe Volatility Index futures ⓘ
linked to: VIX futures
Cboe Futures Exchange → listsProduct → VIX futures ⓘ
Cboe Volatility Index → isTradableVia → VIX futures ⓘ
subject linked to: Cboe Volatility Index (VIX)