Tag Archives: VXX

Last Week in VIX Options and ETNs – October 6, 2013

The S&P 500 bounced off the 50 day moving average and the volatility market reacted with a drop into the 16’s on Friday after testing higher levels on Thursday.  The iPath S&P 500 VIX Short Term Futures ETN (VXX – 15.06) had a pretty good week and tracked the VIX performance closer than it has […]

Last Week in VIX Options and ETPs – 9/28/2013

Reality returned to the equity market and the S&P 500 slipped back under 1700.  The drop of over 1% resulted in VIX moving higher by almost 18%.  However, the spillover effect to the long VIX strategy ETPs was not nearly as dramatic.  The heavily traded iPath S&P 500 VIX Short Term Futures ETN (VXX – […]

Last Week in VIX Options and ETPs – September 22, 2013

The equity market seems to be seeing the light at the end of the tunnel  and beginning to relate.  The tunnel is the psychologically treacherous September – October period.  This year the feeling was it was going to be a more treacherous period due to the belief that Fed tapering was on the agenda.  An […]

Last Week in VIX Options and ETNs – September 13, 2013

In the face of the Fed tapering bond buying activities, a global political crisis, and the time of the year (between Labor Day and Halloween) that is always scary for the stock market the S&P 500 continues to be resilient.  Due to this ability to keep bouncing back I believe the 2013 stock market deserves […]

Last Week in VIX Options and ETPs – September 6

September means lots of fun things.  The weather changes (abruptly in places like Chicago), football comes back around, and financial market participants get nervous.  These nerves are not about preparing for winter or fantasy football teams, but about the markets.  Everyone knows the big drops in the equity market have occurred in the latter months […]

Last Week in VIX Options and ETNs – August 30

For all the criticism that gets thrown at the iShares S&P 500 VIX Short Term Futures ETN (VXX – 17.04) it does do what it is supposed to do when it is supposed to do it.  That means when the S&P 500 sells off in a manner than results in a spike in VIX and […]

Last Week in VIX Options and ETNs – August 25

Friday morning the S&P 500 appeared destined toward finishing the week basically unchanged and VIX also was just pennies away from last Friday’s close.  The persistent grind higher on Friday helped the S&P 500 avoid developing a weekly losing streak.  The higher close on Friday also managed to push the VIX a tad below 14.00 […]

Last Week in VIX Options and ETPs – August 18, 2013

The S&P 500 lost just over 2% on the week and the result was a higher VIX.  The first interesting tidbit about VIX was on Friday it was lower despite a lower S&P 500.  The Friday effect, along with lack of follow through from Thursday’s big selloff attributed to VIX and the S&P 500 being […]

Last Week in VIX Options and Exchange Traded Products – 8/11/2013

After spending a couple of days closing with an 11 handle VIX did what it normally does and it bounced.  Weakness in the equity market toward the end of the week aided in the bounce, but when VIX gets into the tweens (defined by Wikipedia as a person between the age 10 and 12) it […]

Last Week in VIX Options and Exchange Traded Products – August 2, 2013

VIX closed below 12.00 for the first time in a while and this took the front month futures and the long VIX related exchange traded notes to new lows as well.  VXX, VXZ, VIXY, and VIIX all lost between 7% and 9% on the week.  The leveraged long VIX ETNs took it on the chin […]

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