Cboe is seeking to change how derivatives tied to the VIX, Wall Street’s widely watched fear gauge, are traded. According to BlockBeats, the Chicago-based options exchange is looking to move these products away from a traditional term-based structure and toward a model built for sustained trading. The effort also includes exploring a trading setup closer to what is commonly seen in crypto markets. The move points to a broader possibility: traditional financial markets may continue borrowing from the continuous trading model that has long been standard in digital asset markets. While the brief did not include implementation details, the direction outlined by Cboe suggests a rethink of how volatility-linked products could trade if market participants demand longer and more continuous access.
On Oct. 2, Cboe was reported to be seeking changes to how derivatives linked to the VIX, Wall Street’s fear gauge, are traded, according to BlockBeats.
The Chicago options exchange is looking to shift these products from a traditional term-based structure toward a model designed for sustained trading, while also exploring a mechanism closer to the way crypto markets operate.
The move suggests that traditional finance may continue to draw on the continuous trading model used in crypto markets.
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