Tag Archives: Gold

OVX (Oil VIX) Rose Record 119%, GVZ (Gold VIX) Up 96% in Past 3 Months – By Matt Moran

Over the past three calendar months (September through November) — The CBOE Crude Oil ETF Volatility Index (OVX) rose 119%, the highest percentage rise for OVX over three calendar months since the inception of OVX price history in 2007. The OVX Index is a measure of the market’s expected future volatility of the United States […]

Is September the Cruelest Month for Stock Investors? – By Matt Moran

The highly regarded 1922 poem “The Waste Land” by T.S. Eliot begins —  “April is the cruelest month, breeding lilacs out of the dead land, mixing memory and desire, stirring dull roots with spring rain.” What has been the cruelest month for stock investors? While October has a reputation for being a volatile month with […]

Volatility Skewness Can Impact Hedging Costs – By Matt Moran

On Monday April 15th — the price of gold plunged 9.4% (its biggest daily drop in 30 years), the price of silver fell 11.3%, the CBOE Gold ETF Volatility Index (GVZ) rose 61.7% (a record one-day move), and new all-time records were established for daily trading volumes for VIX® futures, VIX options and GVZ futures.  […]

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