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iPath S&P 500 VIX ST Futures ETN Message Board

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  • wes_w_weber wes_w_weber Mar 29, 2012 10:03 AM Flag

    Enjoy VXX Today

    I meant the spot VIX is about even where it was yesterday (up 10%) and at that point VXX was 18.84. Now VXX is 18.00.

    That's almost a 5% decay rate since yesterdays top! That is sick!

    I am going to spend the rest of my life trying to get a product issued that decays 5% in half a day with out anyone being the wiser.

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