Tag Archives: VXX

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 […]

The Week in VIX Options and Exchange Traded Products – July 26

The S&P 500 gave all it had to finish in the green for the week but time ran out Friday afternoon and the SPX ended the week down 0.03%.  I can just hear Mortimer Duke screaming, “Turn those machines back on” for five more minutes to give the S&P 500 another notch in the weekly […]

The Week in VIX Options and Exchange Traded Notes – July 19, 2013

In VIX options August became the front month with July VIX contracts settling on Friday.  As VIX continues to drift lower closing under 13 for the first time since mid-May VVIX also was at relatively low levels finishing Friday at 73.64.  The lowest levels for each in 2013 are 11.30 for VIX and 70.45 for […]

The Week in VIX Options and Exchange Traded Notes – July 12, 2013

Second quarter earnings season started this past week with the bulk of reports coming next week.  So far the S&P 500 seems to be positive on earnings season (or something else) as the index rose almost 3% for the week ending July 12th.  This was actually the best week for the S&P 500 since rebounding […]

The Week in VIX Options and Exchange Trade Products – July 5, 2013

The market was sort of on hold for the first three days this past week based on the Independence Day holiday disrupting the normal flow of trading.  In addition there was sort of a pause in place before the European Central Bank interest rate decision that came out while many of us were taking the […]

The Week in VIX Options and Exchange Traded Products – 6/28/2013

In VIX Option activity the focus seems to be moving early to August trading.  I say early as the second month focus usually comes a week or two before the front month expiration.  The pending holiday week probably contributed to traders beginning to look to August.  Wednesday there was a buyer of over 100,000 VIX […]

VIX Options and Exchange Traded Products – Week of 6/21

This week’s 2.11% drop in the S&P 500 matches the worst week this year.  The other 2.11% drop occurred when the S&P 500 came under pressure in mid-April in conjunction with the headline grabbing drop in the price of gold that week.  What is different this time is that market volatility was a bit more […]

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 […]

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