Tag Archives: VXTH

Portfolio Protection, Tail Risk and 11 Histograms

With U.S. stock market indexes recently hitting all-time highs, there is quite a bit investor uncertainty about the markets and there is high demand for protection from large market declines. One metric providing evidence of this high demand is the CBOE SKEW Index (SKEW). In the 27 years from 1990 through 2016, the average daily […]

Record Highs for Nine CBOE Indexes – By Matt Moran

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 – […]

Introducing the CBOE Low Volatility Index (LOVOL)

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 […]

VXTH Index and Panel on Oct. 2nd

Three financial experts will discuss the topic ‘Options for Managing Risk and Yield in a Low Interest-rate Environment’ at a panel discussion to be held from 5:00 p.m. to 6:30 p.m. on Tuesday, October 2nd on the fourth floor of the Chicago Board Options Exchange (CBOE), 400 South LaSalle Street, Chicago. The three panelists will […]

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. […]

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