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4

Since contracts on physical goods have associated costs, it makes sense that the term structure curve would be upward sloping. Since there is no cost associated with delivery for the VIX and contango is considered to exist in healthy markets, is the upward slope simply accounting for the greater potential for the market to become unhealthy over longer ...


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There is a volatiliy index on russell 2000 http://www.cboe.com/products/vix-index-volatility/volatility-indexes The sp400 midcap options and future don't seem very liquid.


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