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Trading > Daily Options Report

The New VXX in Town

Daily Options Report | Thu, 03/05/2009 - 4:31pm | VIX, VXX, VXX data |  Add a comment

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Bill Luby runs down some data on the new VXX Here is a quick summary of the first 22 days, with some takeaways that should prove to be helpful going forward: The median one day percentage change in VXX has been approximately 35% of the change in the VIX77% of the time the two volatility
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