Vix futures spread trading between VIX futures and

Spread trading between VIX futures and VVIX (volatility of volatility) futures has attracted attention, as rising VVIX hints at potential sharp moves in the VIX itself despite current stability. Virtu Financial, Inc. (NYSE:VIRT) is a financial services company. It leverages proprietary technology to provide market-making, execution services, and multi-asset analytics across global equities, fixed income, currencies, commodities, options, futures, and cryptocurrencies. In conclusion, while the current data suggests low volatility going forward, that doesn’t means options will be a poor trading vehicle. In fact, option prices already reflect low volatility expectations. As the analysis above shows, options have historically performed well in similar environments, especially when VIX futures traders are pricing in a significant rise in the VIX over the next 30 days. Strategists note that the VIX futures spread between front-month and three-month contracts has widened to 1.3 points, which historically precedes periods of above-average realized volatility.