Tag Archives: RVX

Finding Volatility in the US Markets

VIX is low, we all know VIX is low.  I type that and feel I need to stop channeling Dr. Seuss. However, there are some pockets of volatility in the US equity markets, we just need to know where to look.  Since CBOE quotes several volatility indexes that are based on the US markets I […]

Five Takeaways from 2015

2015 is behind us and the S&P 500 dropped (more than a rounding error) for the first time since 2008.  If you want to put a positive spin on the year you can say with dividends the S&P 500 was higher.  It was a fun year to be a market participant as we experienced some […]

2014 Russell 2000 Volatility Review

As tough as 2014 was for small cap stock performance as represented by the Russell 2000 (RUT – 1204.70) the index did manage to put up a positive year. At the end of the third quarter the RUT was down just over 5% on the year so all the gains (and then some) for small […]

Last Week in Nasdaq-100 and Russell 2000 Volatility – 11/23/2014

The Nasdaq-100 was up less than the S&P 500 this past week, but managed a gain of 0.26% which places the tech heavy index up over 18% on the year. VXN was down about 3% on the week with a good part of that drop coming toward the end of the week. The Russell 2000 […]

Last Week in Gold and Oil Volatility – 11/16/2014

Friday was a pretty slow day on the floor at CBOE. I hosted groups from a couple of different colleges mid-day on Friday and there were very few large open outcry trades coming into the SPX or VIX pit while we were on the trading floor. Apparently all the Friday action was in the gold […]

Last Week in Russell 2000 and Nasdaq-100 Volatility – 11/16/2014

The Russell 2000 was up a whopping 0.04% last week which lagged the gains racked up last week in the S&P 500 (0.39%) and Nasdaq-100 (1.55%). Despite the underlying market rising more, VXN was actually up slightly more than RVX last week. The Russell 2000 has had a tough 2014, but since the equity market […]

Last Week in Russell 2000 and Nasdaq-100 Volatility – 11/9/2014

I’m going to start with the Nasdaq-100 because I have a lot more to say about Russell 2000 volatility this week. VXN was down about 6% despite the underlying market rising only a little last week. This is one of those time periods where VXN and RVX both appear to take the lead from VIX more than in reaction to […]

Nasdaq-100 and Russell 2000 Volatility Last Week – 10/26/2014

The Nasdaq-100 (NDX) rebounded in sync with the other broad based indexes last week rising almost 6%. VXN responded with a drop of 22.48%. Despite NDX outperforming the S&P 500 VXN did not drop more than VIX. We are still in the midst of earnings season and with several NDX component stocks yet to report […]

Some Volatility Trades that Worked Well in Last Week’s Action

VIX is much higher than it was early last week.  So are VXX and RVX.  Also, the S&P 500 and SVXY are both lower.  Anyone can tell you that, so I decided to do some digging and find some timely trades from last Tuesday and Wednesday (or beyond) when the idea of VIX in the […]

Last Week in Russell 2000 and Nasdaq-100 Volatility – 9/28/2014

I flipped a coin and decided to start with the Russell 2000 (RUT) volatility action last week. I was 50 – 50 on what to begin with as I found both RVX and VXN price action equally of interest last week, but not for the same reasons.   The poor RUT lost 2.41% last week which […]

  • CATEGORIES

  • Recent Comments

  • Tags

  • authors

  •  

  • Quick Links

  • Blogroll

  • Follow Us

    RSSTwitterFacebookLinkedInYouTube
  • Archives