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)