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

VXST Options – Day 1 Est. Volume of 3,134, as Index Jumps 30% – By Matt Moran

APRIL 10, 2014 –  Today CBOE launched options on the CBOE Short-Term Volatility Index (VXST), and the VXST Index rose 30% to close at 16.50. VXST options trading volume was an estimated 3,134 contracts, with much of the volume focused on near-term VXST call options (with an April 16 expiration and a 16 strike price) […]

VXST Options to Launch April 10 – By Matt Moran

April 8, 2014 – CBOE plans to launch options on the CBOE Short-Term Volatility Index (VXST) on Thursday, April 10.  Below are points that can help in your analysis.  Much more information is available at www.cboe.com/VXST. 1.    VXST INDEX – The VXST Index is based on real-time prices of options on the S&P 500 Index […]

Bracketology – Biggest One-day Moves for VXST (up 81.7%) and GVZ (up 61.7%) – By Matt Moran

While many U.S. sports fans are bemoaning the fact that their NCAA basketball brackets have been demolished, options fans can always look to volatility indexes for intriguing comparisons that can help hone their trading and investment strategies. Below are two newly constructed brackets that use CBOE data. BIGGEST ONE-DAY MOVES One of the top reasons […]

Panel Marks VIX Futures – 10 Years and 95 Million Volume

March 27, 2014 – A panel discussion yesterday at CBOE marked the tenth anniversary of the launch of futures on the CBOE Volatility Index® (VIX®). Four experts surveyed the development and promise of volatility products: Mike Edleson, Ph.D., CFA,  Chief Risk Officer,  Office of Investments, University of Chicago, Joanne Hill, Ph.D., Head of Investment Strategy, […]

All-time Volume for VIX Futures in Extended Trading Hours (ETH) Tops 1.1 Million – By Matt Moran

Extended Trading Hours (ETH) are now offered for futures on the CBOE Volatility Index® (VIX®) during the following time periods – 2:00 a.m. to 8:30 a.m. Monday through Friday CT (Chicago time) 3:30 p.m. to 4:15 p.m. Monday through Thursday CT (Chicago time) These ETH sessions have been in place since October 2013.  In a Sept. 30, 2013, […]

Portfolio Managers to Discuss VEQTOR and Options Benchmark Indexes on March 17 – By Matt Moran

On March 17 at the 30th Annual CBOE Risk Management Conference in Florida, I will participate in panel discussion of Historical Performance of Options-Related Strategies with these three investment management experts – Karl A. Schneider, CAIA, Vice President, State Street Global Advisors Doug Kramer, Chief Executive Officer, Horizon Kinetics    Theodore Samulowitz, Vice President – Portfolio […]

Four Volatility Experts at CBOE on Wed. Mar. 26 – By Matt Moran

A panel discussion featuring four experts will survey the development and promise of volatility products. The panelists will include volatility product traders and users. The meeting will be held on Wednesday, March 26, from 5:00  to 7:00 p.m. at CBOE, 400 South LaSalle Street in Chicago. The four panelists will be:  Mike Edleson, Ph.D., CFA,  […]

Record Volume Month for SPXW and VIX Options, and VIX Futures – By Matt Moran

In the month of January 2014, monthly volume records were established by S&P 500 Weekly options (SPXW), and by both options and futures on the CBOE Volatility Index® (VIX®). SPXW options had average daily volume of 278,537 in January. S&P 500 Weekly options are PM-settled on the last trading day, typically a Friday. As with […]

Today VXST Index Rose 47%, and SPX Weeklys Hit All-time High Volume – By Matt Moran

January 24, 2014 – Today the CBOE Short-term Volatility Index (VXST) rose 6.63 points to close at 20.84 (a 47% rise), and the CBOE Volatility Index (VIX) rose 32% Yesterday (Jan. 23) the daily volume for the S&P 500 Weeklys options (SPXW) hit an all-time high of 426,955 contracts. Today (Jan. 24) reported estimated volume […]

30th Annual RMC: Expert Speakers on March 17 – 19 in Florida

The agenda for the Thirtieth Annual CBOE Risk Management Conference (RMC) now is available at http://www.cboermc.com/agenda/ RMC is the premiere financial industry conference designed for institutional users of listed options and volatility products. The 30th Annual CBOE RMC will be held March 17 – 19 at the Hyatt Regency Coconut Point in Bonita Springs, Florida.  […]

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