Tag Archives: VXST

Last Week in VIX – 2/2/2014

Friday, despite the equity market being under pressure many of the VIX option trades appeared to be more bearish on VIX (or bullish on stocks).  A fine example would be a seller of VIX Feb 16 Calls who then purchased VIX Feb 20 Calls for a net credit of about 1.20.  The goal, if the […]

Last Week in VIX Options and ETPs – 2/2/2014

I have already blogged about one big piece of news regarding VIX Options since that market experienced record daily volume in January with 792,668 contracts traded.  The equity market’s performance definitely helped with the volume record by dropping 3.5% (based on the S&P 500) in January.   Despite the S&P 500 dropping this past week the […]

Last Week in VIX Options and ETPs – 1/26/2014

What a difference a week can make in the volatility world.  The CBOE Short-Term Volatility Index (VXST – 20.84) rose over 80% while the CBOE Volatility Index (VIX – 18.14) was up a paltry (insert sarcasm) 45% last week.  That’s what a couple of triple digit down days for the Dow Jones Industrial Average will […]

Today VXST Index Rose 47%, and SPX Weeklys Hit All-time High Volume – By Matt Moran

January 24, 2014 – Today the CBOE Short-term Volatility Index (VXST) rose 6.63 points to close at 20.84 (a 47% rise), and the CBOE Volatility Index (VIX) rose 32% Yesterday (Jan. 23) the daily volume for the S&P 500 Weeklys options (SPXW) hit an all-time high of 426,955 contracts. Today (Jan. 24) reported estimated volume […]

Last Week in VIX Options and ETPs – 1/19/2014

I recently was reminded that I am advancing in age when I pulled out my college derivatives textbook and noted that an S&P 500 Index option example was based on the S&P 500 being quoted at around 300.00.  My how things have changed… My market analogy this week is also a huge throw back and demonstrates […]

Last Week in VIX Options and ETPs – 1/13/2014

I’m still trying to digest the relative non-reaction out of the equity market to Friday’s employment number.   About half the day the market was down and then by the end of the days the bulls took over for a slight gain.   VIX began the day by moving higher for about 30 minutes and then basically […]

Record Volume in 2013: VIX Futures Up 67%, and SPX Options Up 19% — By Matt Moran

JAN. 2, 2014 – Average daily volume for three key index contracts – options on the S&P 500 Index (SPX), and futures and options on the CBOE Volatility Index (VIX) — all rose to new record levels in 2013. VIX options established new record high levels for trading volume in each of the seven years […]

Last Week in VIX Options and ETPs – 11/10/2013

Thursday the S&P 500 managed to wake everyone up for their end of 2013 complacency with a 1.3% drop.  Of course this year any sort of drop has been a buying opportunity and traders have been trained this year to have a Pavlovian reaction to sell offs.  This reaction is to hit the buy button […]

New All-time Record — 736,445 Avg. Daily Volume for VIX Options in October – by Matt Moran

November 5, 2013 – Options on the CBOE Volatility Index® (VIX®) set a new all-time record for average daily volume in a month, with average daily volume of 738,445 in October. In early October many investors were concerned about the partial government shutdown and debt ceiling jitters, and the VIX Index rose from 15.54 on […]

Last Week in VIX Options and ETNs – 11/3/2013

Despite an FOMC announcement this past week the activity in VIX and volatility related trading was pretty tame this past week.  This appears to be the new status quo since the government shutdown came to a temporary end.   I spoke to one trader from the VIX pit last week who confided that he felt any […]

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