The S&P reached the 1500 level and then some this week. The interesting action is that VIX and VVIX were higher as well. It’s odd to have the weekly change for all the same color (red or green), but SPX, VIX, and VVIX were all green. VIX held up in a higher S&P 500 market Friday which [...]
categories
Recent Comments
- Russell Rhoads on Record VIX Futures Volume
- Wednesday’s Best Of The Web | Options trading IQ on Technical Outlook: VIX Showing Complacency. Really?
- Mark on Record VIX Futures Volume
- Latest S&P 500 News | Wall Street Stocks on VIX Up 12.6%, as 20 Vol Indexes Rose Today
- Black Swan tail risk | Wall Street Stocks on Tail Risk Protection to be Discussed at 3-Day Conference in Ireland
tags
Berlinda Liu BXM CBOE equity volatility ETFs ETF Volatility Index ETNs ETPs Futures and Options GVZ Implied Volatility Matt Moran Options OVX S&P 500 S&P Dow Jones Indices S&P Indices SPX VIX VIX Futures Volatile Volatility VVIX VXAPL VXAZN VXEWZ
WP Cumulus Flash tag cloud by Roy Tanck requires Flash Player 9 or better.
Last Week’s VIX Action by Russell Rhoads, CFA
Both the S&P 500 and NASDAQ-100 were up slightly last week and both VIX and VXN were up as well. That is where the similarity between VIX and VXN action ends. Despite a higher VIX, all VIX futures contracts were lower on the week. It appears that risk farther out on the curve is finally [...]