Tag Archives: VIX

Q&A on VIX from CBOE Webcast

Yesterday I hosted a webcast for CBOE on trading exchange traded products that base their performance on VIX strategies.  During the webcast Barb and I fielded several very good questions regarding VIX.  A few highlights are below – Can you comment on the recent relatively low level of VIX? VIX has been under 20 and […]

ETF Trends Article – VIX ETFs: Get Ready for UVXY Reverse Split

John Spence, Web Editor at ETF Trends, states that “ProShares Ultra VIX Short-Term Futures ETF (NYSEArca: UVXY) will reverse split shares 1-for-10 after yesterday’s closing bell.”  Click here to access the full article.

Technical Outlook: VIX Showing Complacency. Really?

We find it amazing how many times the markets, the media, and many, many analysts are always waiting for that next crucial data point. And when that “important” data point or speech finally arrives, it turns out so many times to be a non-event. When the news is bad, but the market rallies, the spinsters […]

Barron’s News Story — Fund Based on VXTH Index

An August 28th news article at http://blogs.barrons.com stated — “First Trust To Launch VIX ‘Tail Hedge’ Fund.  The rise of volatility trading products continues. First Trust Advisors is set to launch what it’s calling the First Trust CBOE S&P 500 VIX Tail Hedge Fund on Thursday … The fund will trade under the ticker VIXH. […]

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 […]

VIX Up 12.6%, as 20 Vol Indexes Rose Today

Monday, July 23 — While many stock indexes plunged today, twenty of CBOE’s volatility indexes rose.  Visit www.cboe.com/volatility to see a list of indexes with updated delayed quotes. Here is a list of percentage changes for some volatility indexes on July 23 – 12.6%       VIX® – CBOE Volatility Index®  www.cboe.com/VIX 6.3%         VVIX – CBOE VIX […]

TABB – Buy-side is Expanding Use of VIX-related Options

TABB Group recently issued a buy-side trading study, “US Options Trading 2012: Standing Out in the Crowd,” written by Mr. Andy Nybo. For this year’s 39-page study, TABB noted that it spoke with 54 US-based asset managers, hedge funds and proprietary trading firms, which as a group, manage an aggregate $2.7 trillion in assets under […]

VIX Futures Volume is Up 67% This Year

Average daily volume for futures on the CBOE Volatility Index® (VIX®) rose in the first half of this year to 79,586 (67% higher than the average daily volume in the year 2011).  www.cboe.com/VIX   VIX OPTIONS  Average daily volume for VIX options was 428,220 in the first half of 2012.   NEW FUTURES ON THE […]

Is Volatility of Volatility Unusually High?

After reading news reports the past few weeks about the Eurozone crisis, one might get the impression that the volatility of volatility is unusually high.   A key measure of volatility of volatility is the CBOE VIX of VIX Index (ticker VVIX, www.cboe.com/VVIX ) which is designed to measure the expected future volatility of the CBOE Volatility […]

The VIX Term Structure and Launch of SPX Extended Weekly

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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