Category Archives: VIX

Last Week in VIX – 12/14/2014

Nothing like a 3% drop to provide a year-end boost to VIX, especially when it appeared no one was expecting it. Last Friday we got through the employment report unscathed and the result was a VIX close under 12. The last potential big “known unknown” this year comes Wednesday afternoon with the FOMC announcement. As […]

Last Week in Oil and Gold Volatility – 12/14/2014

I recall when I totally ignored Oil in this space for gold, my how things have changed.   USO dropped over 12% last week which places the fund down about 38% in 2014. The result for OVX, as seen on the right side below, was a jump of 45% and a move near all-time highs. The […]

Last Week in Volatility Indexes and ETPs – 12/14/2014

The VXST – VIX – VXV – VXMT curve shift was the most dramatic change I have seen since writing these blogs. Of course VXST is just a little over a year old so there’s not too much history for comparison. I am more intrigued by the right side of the curve with VXV and […]

Last Week in VIX – 12/7/2014

VIX drifted to close under 12.00 for the first time since late August as the S&P 500 made more new highs. The leftover fear from the market’s dive in October seems to be gone just like all our Thanksgiving leftovers. At least one derivative strategist thinks lower VIX levels are on the near term horizon. Buzz Gregory […]

Last Week in Volatility Indexes and ETPs – 12/7/2014

With the S&P 500 racking up more record high closes last week volatility indexes dropped to levels expected when there is a strong bull market run combined with a lack of concern regarding a pull back for stock prices. We also got past the employment number, which did have a few traders on edge, without […]

Hedging With Volatility Is Not Just For Stocks

The CBOE Volatility Index, or what many investors have come to know as VIX, is the index many follow as a volatility indicator for the stock market. The benefit besides printing the “implied” or expected volatility for prices over the next 30 days, giving a range of expected prices 30 days from now, is that it […]

Big VIX Put Buyer from Yesterday

Yesterday I participated in a webcast with Mark Sebastian from Option Pit shortly after the market closed.   The first thing he said to me was, “did you see that big VIX put trade today?” Since then there has been more discussion of VIX put volume and the buyer of VIX Dec 12.50 Puts that came […]

OVX (Oil VIX) Rose Record 119%, GVZ (Gold VIX) Up 96% in Past 3 Months – By Matt Moran

Over the past three calendar months (September through November) — The CBOE Crude Oil ETF Volatility Index (OVX) rose 119%, the highest percentage rise for OVX over three calendar months since the inception of OVX price history in 2007. The OVX Index is a measure of the market’s expected future volatility of the United States […]

Last Week in VIX – 11/24 – 11/28

The S&P 500 has now closed at record highs on 47 of the 230 trading days in 2014. Two of those records were set last week before the market dropped during the short post-Thanksgiving shorted session. The lone green bar below coincides with a 5 point drop in the S&P 500 on Friday. VIX ended […]

Last Week in Gold and Oil Volatility – 11/24 – 11/28

Friday’s drop for the United States Oil ETF (USO – 25.58) was the seventh largest in history. The history is a bit limited, just going back to April 2006 when the fund was introduced. OVX was bracing for a move closing Wednesday in the mid-30’s so when the markets opened on Friday OVX didn’t move […]

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