Tail risk protection will be one of the many topics to be discussed at CBOE’s inaugural Risk Management Conference (RMC) in Europe. Now in its 28th year in the U.S., the first RMC Europe will be held on 5 – 7 September 2012 at The Ritz-Carlton Powerscourt, County Wicklow, Ireland. The conference agenda and registration [...]
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VIX Futures Record Volume Day, as VIX Options Put/Call Ratio Rises to 1.3
On June 18 the trading volume in futures on the CBOE Volatility Index® (VIX®) established a new single-day record today as 159,744 contracts traded, eclipsing the previous record of 152,067 contracts on August 5, 2011. Also on June 18 the daily put/call ratio for VIX options rose to 1.3, its highest daily level since May [...]