ProShares Trust Ultra VIX Short Term Futures ETFArca
描述
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spot 22.22 M1 20.7 M2 19.85 spread -.85 backward. this M1-M2 spread is extremely important to how uvxy rebalances.
hv 10 17.89. the new resting heart rate of vix is roughly 17-18 hv 20 and hv 30 yet to reflect current spike. as realized volatility/ HV reflects the likelihood for expanded moves increases