Investors often are interested in risk management and volatility expectations over different time periods. Below is an overview of the VIX term structure, and an update on the launch of SPX Extended Weekly options. 1. VIX TERM STRUCTURE The VIX® term structure illustrates, by maturity, expectations of market volatility conveyed by S&P 500 (SPX) stock […]
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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 […]
Education, Futures and Options, Performance, Uncategorized, VIX, Volatility
GVZ, implied, OVX, VIX, Volatility, VVIX