U.S. stock volatility spikes; short volatility ETPs implode [Reuters (UK)]
ProShares Equities for Rising Rates ETF (EQRR)
US:NASDAQ Investor Relations:
proshares.com/funds/eqrr.html
Company Research
Source: Reuters
U.S. stock volatility spikes; short volatility ETPs implode | Reuters Reuters Staff 3 Min Read NEW YORK, Feb 6 (Reuters) - Wall Street’s “fear gauge” jumped to a fresh two-and-a-half year high on Tuesday as U.S. stocks fell for a third straight day and market participants grappled with the implosion of products that bet against volatility. The Cboe Volatility Index, better known as the VIX, is the most widely followed barometer of expected near-term volatility for the S&P 500 Index. On Tuesday, the index rose as high as 50.3, its highest since August 24, 2015, before pulling back to 24.44. Exchange traded products (ETPs) that bet on low volatility succumbed to the surge higher in the VIX. Credit Suisse said on Tuesday it will shutter the VelocityShares Daily Inverse VIX Short-Term ETN, likely leaving holders of XIV with pennies on the dollar. Nomura Securities will redeem its Tokyo Stock Exchange-listed S&P 500 Vix Inverse ETN after a sharp equity selloff since late last week triggere
Show less
Read more
Impact Snapshot
Event Time:
EQRR
Last Price
Price Change
Price Change%
Volume Shares
Max Up
Max Down
%
Volume Ratio
Performance Comparison
Updated
|
Event Day
Stock performance from the time of news release until the following 4pm ET market close
|
Last price at news event
|
Since Event
Multi-day stock performance from the time of the news release
|
|---|---|---|
|
EVENT DAY
Stock performance from the time of news release until the following 4pm ET market close
|
LAST
PRICE AT NEWS EVENT |
SINCE EVENT
Multi-day stock performance from the time of the news release
|
| Last Price | ||
| VWAP | ||
|
High:
|
Max Up |
High:
|
|
Low:
|
Max Down |
Low:
|
|
%
|
Post news range |
%
|
|
|
Price change |
|
|
|
Price Change Percentage |
|
|
|
S&P 500 (SPX) |
|
|
%
|
Volume ratio |
%
|
| Volume | ||
| Ticks | ||
|
|
Avg transaction size |
|
Don't Miss Out On The Next BIG Stock Move
Event day
Event Day Chart will not be displayed beyond 90-day period of the event
Performance since event
Time And Velocity Analysis
Be the first to know
Opt in for alerts from News Quantifed
Sign Up Today
Opt-in for
EQRR alerts
Learn More With NQ
Reading the Impact Report
Help Me Understand This Data
Help Me Understand This Data
How NQ Works
What is news-based trading?
And why is it so successful?
And why is it so successful?
Movers & Shakers
The biggest gainers and losers and WHY it moved
EQRR alerts
High impacting ProShares Equities for Rising Rates ETF news events
Weekly update
A roundup of the hottest topics