Is the big move in SVIX over?

BY ANDREW GIOVINAZZI

August 16, 2024

Yo Pit Crazies,

 

SVIX moving and you are wondering what the deal is.  Check it out here and get your questions answered.

 

The Volatility Shares -1x VIX futures ETF (Ticker: SVIX) has had a heck of a ride as with most of the volatility products.  Actually in the Trading Desk i bought some Proshares Ultra Short Term VIX futures ETF (Ticker: UVXY) Aug 16 25 puts for .25 on Wednesday and sold them for $1.50 and $2.50 Thursday.  Roomies hopped on that for 1000% on the second batch.  Not quite a 1000% win on the whole trade so I can’t be as cool as Licia but it will happen one day.

 

The issue is what are we trading with the Vol Products.  Are we trading VIX going down?  What if VIX does not go down for weeks?  Can the inverse Vol Products like SVIX still make money?

6 months SVIX chart with 1 day candles

The answer may surprise you.

 

Vol Products make hay on shock and decay

The shock part of the trade is the big move in VIX.  The decay part of the trade is when the VIX futures drop to the cash.  SVIX will make money on just the future melt.

In the chart above, the yellow line, VIX futures, will drop to the green line.  That means SVIX will “decay” upwards.

 

Join us in the Trading Desk and learn how to make good on this technique.  With stocks back to 5500 in a huff it is likely things consolidate around this level.  That will be bad for VIX but great for SVIX.

 

To Your Trading Success,

 

AG

Andrew Giovinazzi

30-Year Trading Pro

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Andrew Giovinazzi

Andrew Giovinazzi

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About the Author

Andrew Giovinazzi

Andrew Giovinazzi

Former CBOE floor trader and CIO at Karman Line Capital. Author of ‘The Option Traders Hedge Fund’ with over 30 years of options trading experience.

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