The Volatility
Exchange
An exchange dedicated
to trading Realized Volatility on a wide variety of
assets. Market participants can trade the volatility,
or movement, of an underlying asset or instrument regardless
of direction.
VolContract Futures (Realized-Volatility
Contract)
A futures-like
financial instrument that captures the interday Realized
Volatility of an underlying asset, index, or instrument.
The 1-Month VolContract futures
(1Vol), 3-Month VolContract futures (3Vol), and 12-Month VolContract
futures (12Vol) allow market participants to hedge against,
invest in, or speculate on Realized Volatility on a
short-term (about one month), intermediate-term (about
three months), or even long-term (one year) basis.
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Form of Volatility
Realized
Volatility
Contract Types
- 1-month Realized Volatility (1Vol)
- 3-month Realized Volatility (3Vol)
- 12-month Realized Volatility (12Vol)
VolX Formula
Simple standard deviation formula regardless
of underlying asset (link)
Expiration Dates
Typically coincide with associated options
expirations
Underlying Assets
Roll-out schedule in all major
asset classes: equity indices, currencies, rates, and
commodities
Performance Bond
Futures-style margining
Regulator
Commodity Futures Trading Commission (CFTC) |
