OT - TVIX is currently (changes daily) based on 95
Post# of 36537
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Posted On: 09/18/2019 7:25:51 PM
OT - TVIX is currently (changes daily) based on 95% Oct futures (VXV19) and 5% Nov futures (VXX19). The only time the futures match VIX is on settlement day (like European style options). This is why the futures can fluctuate greatly from the underlying index (VIX).
TVIX Info
https://www.velocityshares.com/etns/product/tvix/
VIX Futures
https://cfe.cboe.com/cfe-products/vx-cboe-vol...ix-futures
TVIX Info
https://www.velocityshares.com/etns/product/tvix/
VIX Futures
https://cfe.cboe.com/cfe-products/vx-cboe-vol...ix-futures
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