Hopefully, this post has helped you understand what VXX is and how it works on a daily basis.

projectoption is independent and is not an affiliate of tastyworks. For instance, if VXX was $50 and the 30-day VIX future increased by 15% on one trading day, VXX would increase to $57.50. Since there isn't an exact 30-day expiration cycle on every single trading day, Cboe uses the following methodology to calculate a constant 30-day implied volatility using SPX options: "Only SPX options with more than 23 days and less than 37 days to the Friday SPX expiration are used to calculate the VIX Index. All information provided "as is" for informational purposes only, not intended for trading purposes or advice. Especially when there is a volatility during market hours. Disclaimer: Neither projectoption or any of its officers, directors, employees, other personnel, representatives, agents or independent contractors is, in such capacities, a licensed financial adviser, registered investment adviser, registered broker-dealer or FINRA|SIPC|NFA-member firm. The ETN offers exposure to futures contracts of specified maturities on the VIX index and not direct exposure to the VIX index or its spot level. The April VIX future went from 16.32 to 45.83 during the timeframe (+181%). Dow Jones: The Dow Jones branded indices are proprietary to and are calculated, distributed and marketed by DJI Opco, a subsidiary of S&P Dow Jones Indices LLC and have been licensed for use to S&P Opco, LLC and CNN.

In May 2019, Barclays renamed the new VXXB back to the original ticker symbol, VXX. As we can see, the March and April VIX futures (the two left-most points on each line) increased substantially. After hours trading – long on VXX Factset: FactSet Research Systems Inc.2019. Its return is linked to the performance of the S&P 500 VIX Short-Term Futures Index TR.

To illustrate VXX's movements relative to the VIX Index and near-term VIX futures, we plotted recent VXX price action against the VIX Index and futures: Note: The chart says "VXXB" because the graph was made when VXXB was the ticker symbol for the current VXX. I just would like to show you, that trading during after hours is possible. After hours trading on VXX. Pre-Market Trading and After Hours Trading for VXX. VXX's goal is to track the daily percentage change of a 30-day VIX futures contract. Sources: FactSet, Dow Jones, Bonds: Bond quotes are updated in real-time.

Wanna learn more from day trading videos? From time to time I trade during post market. Investors may trade in the Pre-Market (4:00-9:30 a.m. projectoption does not provide investment or financial advice or make investment recommendations. Below you can find day trading video on which I long VXX. The Index offers exposure to a daily rolling long position in the first and second month VIX futures contracts and reflects market participants’ views of the future direction of the VIX index at the time of expiration of the VIX futures contracts comprising the Index. Example strategies to use are the straddle and strangle strategies. The investment seeks return linked to the performance of the S&P 500 � VIX Short-Term Futures Index TR. The process repeats indefinitely over time. As we can see, the VIX Index increases significantly in the December 19 - 24 time period, which "pulls" the Jan/Feb VIX futures higher. UPDATE May 2nd, 2019: After the maturity of VXX, Barclays launched VXXB, which is essentially the same exact product that the original VXX was.In May 2019, Barclays renamed the new VXXB back to the original ticker symbol, VXX. You will hear about it in video below (to see subtitles just enable english subtitles on video below – right down corner). Position gave me 288$ in profit. Especially when there is a volatility during market hours. At Yahoo Finance, you get free stock quotes, up-to-date news, portfolio management resources, international market data, social interaction and mortgage rates that help you manage your financial life. After-Hours Trades Data is currently not available. It's important to understand that from VXX's inception date to maturity date, the product underwent numerous reverse splits to keep the product's price from reaching $0. The index is designed to provide investors with exposure to one or more maturities of futures contracts on the CBOE Volatility Index �.

Standard & Poor's and S&P are registered trademarks of Standard & Poor's Financial Services LLC and Dow Jones is a registered trademark of Dow Jones Trademark Holdings LLC. tastyworks, Inc. (“tastyworks”) has entered into a Marketing Agreement with projectoption (“Marketing Agent”) whereby tastyworks pays compensation to projectoption to recommend tastyworks’ brokerage services. The Fund seeks to offer exposure to a daily rolling long position in the first and second month VIX futures contracts and reflects the implied volatility of the S&P 500 Index at various points along the volatility forward curve. Here you will find one example of my trades during post market. For instance, if this hypothetical one-month VIX futures contract went from 15.50 to 16.50 (+6.45%) on this particular trading day, VXX would increase by 6.45%. VXX is wildly successful with millions of share/note volume each day and extremely active options contracts.

The sections above outline the specific details of how VXX works. As mentioned earlier, VXX tracks the S&P 500 VIX Short-Term Futures Index, which tracks the first and second month VIX futures contracts: The S&P 500® VIX Short-Term Futures Index utilizes prices of the next two near-term VIX® futures contracts to replicate a position that rolls the nearest month VIX futures to the next month on a daily basis in equal fractional amounts.

VXX After-Hours Quotes Live. FactSet (a) does not make any express or implied warranties of any kind regarding the data, including, without limitation, any warranty of merchantability or fitness for a particular purpose or use; and (b) shall not be liable for any errors, incompleteness, interruption or delay, action taken in reliance on any data, or for any damages resulting therefrom. Mutual Funds & ETFs: All of the mutual fund and ETF information contained in this display, with the exception of the current price and price history, was supplied by Lipper, A Refinitiv Company, subject to the following: Copyright © Refinitiv. VXX is a volatility product designed to give investors/traders exposure to changes in the Cboe VIX Index through near-term VIX futures contracts. In order to understand exactly how VXX works, we need to understand the "S&P 500 VIX Short-Term Futures Index Total Return," or the "Index.".

Save my name, email, and website in this browser for the next time I comment.

The VXX increase was less than the 279% increase of the March VIX future, and more than the 181% increase of the April VIX future because at the beginning of the period, VXX's weightings were mostly in the March future. Below you will find video with transaction on VXX. Data is currently not available. As an example, consider the following VIX futures contracts: First-Month VIX Future: 15 Days to Settlement / Current Price of 15, Second-Month VIX Future: 45 Days to Settlement / Current Price of 16. Source: Kantar Media, iPath Series B S&P 500 VIX Short-Term Futures ETN, News Corp is a network of leading companies in the worlds of diversified media, news, education, and information services. After hours trading on VXX.

If the VIX Index is below the near-term VIX futures, the contracts will lose value over time, leading to losses in VXX.

It's important to note that VXX's increase is caused by the increase in the January and February VIX futures, not the VIX Index itself. Discover new investment ideas by accessing unbiased, in-depth investment research, BATS - BATS Real Time Price. Sources: FactSet, Dow Jones, ETF Movers: Includes ETFs & ETNs with volume of at least 50,000. After-hours trading (AHT) refers to the buying and selling of securities on major exchanges outside of specified regular trading hours. In this particular scenario, the S&P 500 VIX Short-Term Futures Index would use a 50% weighting in each VIX futures contract to come up with the 30-day VIX futures contract: (15 Days x 50% Weighting) + (45 Days x 50% Weighting) = 7.5 + 22.5 = Weighted 30 Days to Settlement. VXX After Hours Trading and Pre-Market Trading After-Hours Trades. In the above image, we're looking at VXX (top line), the VIX Index (dashed line) and the first- and second-month VIX futures at the time (January 2019 and February 2019). The History: On January 29th, 2009, Barclays launched VXX… | Investopedia, http://www.investopedia.com/ask/answers/04/061004.asp#ixzz4L4qgkSGT, Day trading video – Breakdown on BX and FMSA, Day trading video – trades on GSAT with 900$ profit, Tape reading – how to read a tape in day trading, How to trade stock split and reverse split, Trading Desk Setup – my trading workstation, Day Trading Stock Quotes (Data) – Level I and Level II, Buy Trade Ideas, OddsMaker, AI Strategies cheaper. © 2020 Verizon Media. - Cboe.

You may lose all or more of your initial investment.

All rights reserved. See More Trades.