Tag Archives: GVZ

20 Volatility Indexes in 2016: BPVIX Rose 277% Pre-Brexit, and On Election Night VIX Futures Rose 55%

Dozens of worldwide volatility indexes can serve as valuable tools for investors who wish to gauge intraday and long-term sentiment changes related to a variety of asset classes. In addition, investors take long and short positions in futures and options on key volatility indexes. The tables and seven graphs below provide an overview of the […]

On Election Eve, Volatility Indexes for Stocks, Gold, Currencies & Volatility Fall By More than 8% (after Record 9-Day Up-Streak)

NOV. 7 – Last week I heard about quite a bit of new interest in portfolio protection strategies, and on November 4 the CBOE Volatility Index® (VIX®) rose on a ninth consecutive day (a new all-time record for the VIX Index over its price history dating back to January 1990). However, today (the date before […]

What is Volatility Saying about the Price of Gold?

I’ve kept my eye off gold this year and boy have I missed a ride. The GLD ETF is up about 28% in 2016 which leaves most markets in the dust. Apparently #Gold is a trending topic today on Twitter as well. S0 even though the shiny metal is higher, is there any opportunity being anticipated for […]

2014 Gold Volatility Review

In 2014 the price of Gold did not have any of the headline grabbing moves like those that occurred in 2013. The SPDR Gold Shares ETF (GLD – 113.58) finished the year down a little over 2% and was down 1.4% on the last day of the year. If we had taken New Year’s Eve […]

26 Volatility Indexes in 2014 – OVX (Oil VIX) Rose 183%; SKEW Index Averaged Highest-ever 129.8 – By Matt Moran

Dec. 31, 2014 – Highlights of the year 2014 in volatility include the following – In the 2nd half of the year crude oil prices fell, and the CBOE Crude Oil Volatility Index (OVX) rose 183% during the full year. While the average daily close for the CBOE Volatility Index® (VIX®) was 14.2 for the […]

Last Week in Gold and Oil Volatility – 12/21/2014

Gold volatility represented by GVZ dropped 5% last week and the price of gold as represented by GLD was down 2.25%. Now on to what people care about these days – The week over week price change for the United States Oil ETF (USO – 21.96) comes nowhere near telling the story from last week. […]

Last Week in Oil and Gold Volatility – 12/14/2014

I recall when I totally ignored Oil in this space for gold, my how things have changed.   USO dropped over 12% last week which places the fund down about 38% in 2014. The result for OVX, as seen on the right side below, was a jump of 45% and a move near all-time highs. The […]

Last Week in Gold and Oil Volatility – 11/24 – 11/28

Friday’s drop for the United States Oil ETF (USO – 25.58) was the seventh largest in history. The history is a bit limited, just going back to April 2006 when the fund was introduced. OVX was bracing for a move closing Wednesday in the mid-30’s so when the markets opened on Friday OVX didn’t move […]

Last Week in Gold and Oil Volatility – 11/23/2014

Gold and Oil both rose last week, but the market perceptions of each market are very different. Oil volatility rose last week while gold volatility managed to drop. First OVX was up a little over 5% as risk perceptions continue to elevate. Gold began moving higher two weeks ago and followed through nicely over the […]

Last Week in Gold and Oil Volatility – 11/9/2014

Gold implied volatility in the form of the CBOE Gold ETF Volatility Index (GVZ) was down slightly on the week despite GLD not appearing to have developed a new support level.  Despite dropping, GVZ at 21.38 is definitely elevated relative to this year’s average of 15.85 and is just a couple points lower than the […]

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