Category Archives: Performance

Recap of Oct. 2nd Panel on Managing Risk and Yield

On October 2nd 85 financial professionals attended a panel discussion at CBOE on “Managing Risk and Yield in a Low Interest-rate Environment: Options-based and Low Volatility Strategies.” The three panelists were —  (1) Mr. Scott Maidel, CFA, CAIA, FRM, senior portfolio manager in the equity derivatives group for Russell Investments and co-portfolio manager of the […]

VIX Presentations in NYC (Oct. 18) and Boston (Oct. 25)

As shown in the charts below, both VIX® futures and VIX options are experiencing all-time record high average daily volumes this year.   While interest in VIX is high, many investors remark that they would like to learn more about VIX and volatility.  Presentations on Accessing VIX and Volatility will be delivered in New York and […]

OVX/VIX Ratio Rises Above 2.2

Sept. 27 – Investors can gain valuable insights into the relative costs of various options positions by comparing the values of key volatility indexes.  On Thursday the closing values for three volatility indexes were — 33.05             OVX – CBOE Crude Oil Volatility Index 17.07             VXV – CBOE S&P 500 3-Month Volatility Index 14.84             VIX® – […]

VXTH Index and Panel on Oct. 2nd

Three financial experts will discuss the topic ‘Options for Managing Risk and Yield in a Low Interest-rate Environment’ at a panel discussion to be held from 5:00 p.m. to 6:30 p.m. on Tuesday, October 2nd on the fourth floor of the Chicago Board Options Exchange (CBOE), 400 South LaSalle Street, Chicago. The three panelists will […]

ETF Trends Article – VIX ETFs: Get Ready for UVXY Reverse Split

John Spence, Web Editor at ETF Trends, states that “ProShares Ultra VIX Short-Term Futures ETF (NYSEArca: UVXY) will reverse split shares 1-for-10 after yesterday’s closing bell.”  Click here to access the full article.

Technical Outlook: VIX Showing Complacency. Really?

We find it amazing how many times the markets, the media, and many, many analysts are always waiting for that next crucial data point. And when that “important” data point or speech finally arrives, it turns out so many times to be a non-event. When the news is bad, but the market rallies, the spinsters […]

Barron’s News Story — Fund Based on VXTH Index

An August 28th news article at http://blogs.barrons.com stated — “First Trust To Launch VIX ‘Tail Hedge’ Fund.  The rise of volatility trading products continues. First Trust Advisors is set to launch what it’s calling the First Trust CBOE S&P 500 VIX Tail Hedge Fund on Thursday … The fund will trade under the ticker VIXH. […]

Low-cost Protection — One Year After VIX Peak

AUG. 9, 2012 — A year ago, on August 8, 2011, the CBOE Volatility Index® (VIX®) closed at 48.00, its highest closing value since March 9, 2009. Yesterday, on August 8, 2012, the VIX closed at 15.32 (a level that was 68% lower than the year-earlier level). Yesterday Reuters published an article is entitled “Time […]

VIX Up 12.6%, as 20 Vol Indexes Rose Today

Monday, July 23 — While many stock indexes plunged today, twenty of CBOE’s volatility indexes rose.  Visit www.cboe.com/volatility to see a list of indexes with updated delayed quotes. Here is a list of percentage changes for some volatility indexes on July 23 – 12.6%       VIX® – CBOE Volatility Index®  www.cboe.com/VIX 6.3%         VVIX – CBOE VIX […]

Performance of Selected Tradable Volatility Indices: June 2012

The S&P 500 Index rose 4% in June 2012, and VIX dropped 29% from 24.06 (5/31/2012) to 17.08 (6/29/2012). The S&P 500 VIX Short Term Futures Index and the S&P 500 VIX Mid Term Futures Index dropped 29.05% and 12.24%, respectively. The S&P 500 Dynamic VIX Futures Index, however, managed to stay nearly flat (-0.58%), […]

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