tastytrade Market Measures

Volatility of Small Exchange Products


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When comparing volatility of Smalls products and micro futures products, the Research Team finds that the Smalls Stocks 75 has roughly 30% more volatility than the micro S&P 500 futures. However, the Smalls Dollar and Smalls Precious Metals futures have roughly the same volatility as the micro Euro and the micro gold contracts respectively

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tastytrade Market MeasuresBy tastytrade