SVXY from previous day 104 and vix at 17.
SVXY was 6 times more in price.
Then 115% increase in vix should be divided by 6 then X2,
The fair price for SVXY should be 104 X 38.3= 39.80
前一天收盘104,当时v...查看全文
方小正永远202018-02-06 09:22
$恐慌指数做空-ProShares(SVXY)$ 我计算下来,按照现在 SPVIXSTR 110.37元来算,明天 SVXY的开盘价应该在50元左右,网页链接,4点时 SPVIXSTR 收报 84.82美金查看全文
方小正永远202018-02-06 09:12
$恐慌指数做空-ProShares(SVXY)$
Calculation of the VIX Futures Term-Structure Total Return (TR)
A total return version of the index is calculated, which includes interest accrual on the notional value of the index based on the three-month U.S. Treasury rate, as follow...查看全文
$恐慌指数0.5x做空-ProShares(SVXY)$ 美东时间 2018-09-18 拆合股: 4合1 网页链接
$恐慌指数做空-ProShares(SVXY)$ 美东时间 2017-07-17 拆合股: 1拆2 网页链接