TYVIX in the Aftermath of the October 15, 2014 Flash Crash On Monday, July 13, staff members from the U.S. Department of Treasury, the Board of Governors of the Federal Reserve System, the Federal Reserve Bank of New York, the U.S. Securities and Exchange Commission, and the U.S. Commodity Futures Trading Commission released a joint report […]
Author Archives: CBOE
Every day Brings a New Twist to TYVIX, Benchmark for Treasury Volatility The referendum in Greece on Sunday was a non-event for Treasury volatility. TYVIX opened at 6.70 on Monday, 1.82% above its closing value on July 2nd, but by 10:30, TYVIX was back to 6.58. Equity and FX volatilities were more reactive. VIX opened […]
Watch Part 4 of CBOE’s Fact & Fiction five part educational series, where Doug Prskalo of Blue Capital Group discusses the direction the S&P 500 and VIX move in and how traders use the VIX.
Watch Part 3 of CBOE’s Fact & Fiction five part educational series, where Daniel Deming of Stutland Equities discusses the VIX as a 30-day forward looking measure of volatility and shares some of his strategies.
Watch Part 2 of CBOE’s Fact & Fiction five part educational series, where Jamie Tyrrell of Group One Trading discusses the VIX, whether it indicates fear or uncertainty and what it means when the VIX “heads down.”
Watch Part 1 of CBOE’s Fact & Fiction five part educational series, where Dominic Salvino of Group One Trading explains what the VIX measures and why it is often referred to as the “fear gauge”.