SPIKES® Volatility Products are traded on SPIKES Volatility Index (SPIKE), which updates every 100 milliseconds for pinpoint accuracy. The index is a measure of the expected 30-day volatility in the SPDR® S&P 500® ETF (SPY), one of the most actively traded securities in the world. SPIKES is built using the popular variance swap methodology and uses live options prices to calculate volatility.
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Discover new choice and transparency in the market with ultra low exchange fees and superior technology. T3 Index is proud to partner with MIAX® to bring you SPIKES Volatility Products.
SPIKES Futures are now trading with ZERO Exchange Fees, for a limited time only. Offered by MGEX via the CME GLOBEX® platform. Trade 23 hours a day, 5 days per week with highly accurate data and peak transparency.
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Built on tight SPY option bid-ask spreads, SPIKES Index’s proprietary ‘price dragging’ technique minimizes price distortions for traders in volatile and illiquid markets by insulting the index from erratic movements in the bid-ask spread of constituent options. > Learn more
SPIKEs Term Structure
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for more information and to download the SPIKES Resource Guide