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VXZ

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1w
1m

Analysis and statistics

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About

VXZ.US refers to ProShares Short-Term Futures ETF. This ETF is designed to provide investors with exposure to short-term volatility in the S&P 500 by tracking the performance of the near-term VIX futures contracts. As a volatility-linked product, VXZ aims to profit from increases in market volatility as reflected in the VIX index, and generally moves in the opposite direction of the S&P 500.
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Factors

VXZ.US Price Factors: Market volatility: VXZ seeks to track the inverse of the S&P 500 VIX short-term futures index, so it's highly sensitive to changes in market volatility. Increased volatility typically leads to higher VXZ prices.

VIX Futures Prices: The price of VIX futures contracts directly impacts VXZ's price. Changes in expectations of future volatility as reflected in VIX futures term structure are key drivers.

Time Decay: VXZ experiences negative roll yield because futures contracts typically trade at a premium to the spot VIX. This means as contracts get closer to expiration, the ETF price tends to decline.

Supply and Demand: Overall supply and demand can influence VXZ prices, particularly during periods of high trading volume or market stress.

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