Matt Moran

Vice President
CBOE
Biography
Matthew T. Moran is Vice President, Business Development, for the Chicago Board Options Exchange (CBOE), and is responsible for many of the exchange's business development efforts relating to pension funds, mutual funds, and other institutional investors. He had a leadership role in developing and marketing the CBOE S&P 500 BuyWrite Index (BXM) and the CBOE S&P 500 PutWrite Index (PUT), both of which received the annual Most Innovative Benchmark Index award. Mr. Moran also has served as Trust Counsel at Harris Bank and as Vice President at Chicago Mercantile Exchange. He is an Associate Editor of The Journal of Trading and The Journal of Index Investing, and is on the advisory board of The Journal of Indexes. He is a licensed attorney-at-law who has received M.B.A. and Juris Doctor degrees from the University of Illinois.

Author Archives: Matt Moran

PUT Index Generated Lower Volatility, Less Severe Drawdowns, More Income and Better Risk-Adjusted Returns

The Cboe S&P 500 Putwrite Index (PUT) is designed to reflect a cash-secured put-writing strategy. The PUT strategy is designed to sell a sequence of one-month, at-the-money, S&P 500 (SPX) Index puts and invest cash at one- and three-month Treasury bill rates. The number of puts sold is limited so that the amount held in […]

Biggest-Ever One-Day Moves Today for Both VXST Index (Up 214.6%) and VIX Index (Up 115.6%) – By Matt Moran

Feb. 5, 2018 – Today was the second trading day in a row on which there was very strong volume on Cboe Global Markets’ options exchanges and futures exchange. Today there were record-breaking one-day percentage moves for both the Cboe Short-Term Volatility Index (VXST), which rose 214.6% to close at 59.34, and for the popular […]

Today the VIX Index Rose 28.5% and VIX Options Set a New Daily Volume Record – By Matt Moran

FRIDAY, FEB. 2, 2018 – The financial markets experienced some big moves today as investors’ had increased concerns about the possibility rising interest rates and inflation. BIG PRICE MOVES – Today the S&P 500 (SPX) Index fell 2.1%, the Cboe VIX of VIX Index (VVIX) rose 18.7%, and the Cboe Volatility Index® (VIX®) rose 28.5% […]

All-time Record Volume for VIX Options Today, as VIX Index Hits Its Highest Level Since August

FRIDAY, DEC. 1, 2017 – Today’s trading volume for options on the Cboe Volatility Index® (VIX®) was a reported 3.1 million contracts, the highest number for single-day volume in the VIX options since they commenced trading in 2006. HIGHEST VALUE SINCE AUGUST Today the VIX Index hit an intraday high of 14.58, its highest value […]

Tech Sector Index is Top Performer in 2017, as Options on Ten Select Sector Indexes Are Planned

One of the most frequent types of questions I receive from investors involves the topic of year-to-date performance.  Many investors are very interested in tracking how indexes have performed in the current year. As shown in the two charts below, of the ten S&P Select Sector indexes, the top and bottom performers in terms of […]

VIX Index Hits All-Time Daily Closing Low Value of 9.14

On November 3 the Cboe Volatility Index® (VIX®) closed at 9.14, an all-time record low for both a daily and weekly closing value for the index. While the news media often focuses on the spot VIX Index, volatility traders analyze the price movements of VIX futures. The prices for VIX futures at the close on […]

Strong Growth for Key Cboe Index Products in 2017

An October 17 press release introduced a new name , “Cboe Global Markets, Inc. … identity and mission at the Futures Industry Association (FIA) Expo 2017 conference, currently taking place in Chicago.  The changes were made to better reflect the evolving nature and spirit of the company and follows the acquisition of Bats Global Markets […]

Four Facts to Help Address the Issue – Is the VIX “Low” This Year?

In the past year a number of news reporters and others have asked if the CBOE Volatility Index® (VIX®) was at an unusually “low” level in light of all the worldwide geopolitical uncertainties. The average daily closing levels for the VIX Index are 19.4 since January 1990, but only 12.8 since June 2016. At the […]

New Daily Volume Record of 2.61 Million for VIX Options, as Investors Engage in Hedging and in Short VIX Futures

On September 25th a new daily volume record of 2.61 million contracts was set for options on the CBOE Volatility Index® (VIX®), as the VIX Index rose 6.5% to close at 10.21 that day. TOP TEN VOLUME DAYS FOR VIX OPTIONS Four of the top ten days for VIX options volume occurred in 2017. NEWS […]

Options on Ten Select Sector Indices To Launch

On September 12 CBOE Holdings, Inc. announced plans to expand its suite of product offerings tied to S&P Dow Jones Indices with the planned launch of options on the 10 S&P Select Sector Indices that comprise the S&P 500 Index, a key benchmark of the U.S. equities market. Options will be available on 10 sectors […]

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