TUESDAY, MAY 27, 2014 — Here are the all-time record high daily closing values that were reached by nine CBOE benchmark indexes today – 256.68 VPD – CBOE VIX Premium Strategy Index 251.32 VPN – CBOE Capped VIX Premium Strategy Index 178.46 VXTH – CBOE VIX Tail Hedge Index 266.31 BXD – […]
On March 17 at the 30th Annual CBOE Risk Management Conference in Florida, I will participate in panel discussion of Historical Performance of Options-Related Strategies with these three investment management experts – Karl A. Schneider, CAIA, Vice President, State Street Global Advisors Doug Kramer, Chief Executive Officer, Horizon Kinetics Theodore Samulowitz, Vice President – Portfolio […]
March 28, 2013 – Below are the closing values and CBOE microwebsite addresses for eight indexes that hit their all-time daily closing highs today (the last trading day of the quarter) — 236.99 VPD – CBOE VIX Premium Strategy Index www.cboe.com/VPD 234.23 VPN – CBOE Capped VIX Premium Strategy Index www.cboe.com/VPN 158.11 VXTH – CBOE VIX […]
Dec. 31, 2012 – Here is a year-end update on VIX and select options-based indexes — Futures on the CBOE Volatility Index® (VIX®) set a new single-day volume record of 212,800 contracts (estimated) today. The new daily record eclipsed the previous single-day record of 190,081 contracts traded on September 13, 2012. VIX futures are poised […]
Nov. 29, 2012 – Today CBOE introduced the new CBOE Low Volatility IndexSM (ticker: LOVOL), a benchmark index designed for investors whose preferences have shifted from investing in riskier assets to lower-volatility assets. The LOVOL Index aims to provide investors with the ability to replicate an investment strategy that is subject to less downside volatility in a […]
Brackets and Defense – LOVOL and VXTH Indexes (that Bought VIX Calls) Had Lower Volatility
Over the past two months, there has been increased interest in (1) portfolio protection strategies (2) learning more about prudent uses of VIX® futures and options, and (3) following brackets. To tie all these topics together, below is a new bracket with 8 benchmark indexes that shows that two indexes that buy VIX call options […]
Education, Futures and Options, Performance, VIX, Volatility
VIX, VPD, VPN, VXTH