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d--b
on Feb 6, 2018
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Dow plunges 1000 points
Banks sell derivatives indexed on vol, like vol swaps and var swaps.
VIX futures also reflect stock market volatility, and their prices are based on S&P option prices.
quickthrower2
on Feb 6, 2018
[–]
Ah VIX - I saw that
https://news.ycombinator.com/item?id=16313832
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VIX futures also reflect stock market volatility, and their prices are based on S&P option prices.