John Pitera's Market Laboratory Message Board

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Strategies & Market Trends : John Pitera's Market Laboratory

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Davy Crockett

To: Davy Crockett who wrote (18046)	3/25/2016 3:01:44 PM
From: John Pitera	1 Recommendation Read Replies (2) of 33421

please keep me informed regarding your UVXY ,,,, I have been watching the june vix futures contract the past few days.. was pondering going long it on Friday. The UVXY etf appears to have an overall premium erosion component to it and I have been trying to understand the volatility ETF's better. here is the one year UVXY here is the two year UVXY notice the massive overall downtrend in the ETF..... which becomes starkly obvious when we look at the ETF Price since it's inception in 2012 which I will show further down. OK here us the UXVY since it's inception in 2012......... riddle me this batman.....? (camp '60's reference from the Batman series with Adam West) what has been going on with the pricing of this instrument below..... 210,000......down to 21,25 a record low this past Tuesday March 22nd. The way it dropped so precipitously in 2012 into 2013 makes me think they had to re-calibrate the way the UVXY was comprised or valued, However I do Agree with you very much that implied Volatility has gotten way to low the past few days read the next article that I am posting on Volatility and the UVXY and it's related products. John

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