Category Archives: Education

VIX Network Session at FIA Boca

Yesterday afternoon at the 41st Annual International Futures Industry Conference in Boca Raton, CBOE and S&P Dow Jones Indices teamed up for a session highlighting the growing use of VIX around the world. Reid Steadman from S&P Dow Jones Indices offered a brief welcome address where he noted the various markets where participants have access to […]

VIX Weekly Futures Prices Rose 42% in First Week of 2016 – By Matt Moran

The first week of 2016 was a challenging one for many financial markets worldwide, as (1) It was the worst opening week of the year in history for both the S&P 500® (SPX) and the Dow Jones Industrial Average, (2) The Shenzhen Composite Index of Chinese stocks fell 14.2%, (3) Crude oil futures (Feb. WTI) […]

Skew Charts to Prepare for CBOE Conference in Hong Kong – By Matt Moran

This month I am planning to travel to the First Annual CBOE Risk Management Conference (RMC) Asia, which will be held on November 30 – December 1 at the JW Marriott Hotel, Pacific Place, 88 Queensway, Hong Kong. In my preparations for the trip, I am analyzing the skew charts for a number of option […]

VIX Weeklys Options Average Daily Volume Tops 25,000 in First Month of Trading – By Matt Moran

Average daily volume for the new VIX® Weeklys options was a strong 25,042 contracts in October, the first month of trading for the products. Prior to last month, the VIX options had expirations only once a month, but now with VIX Weeklys options there usually are VIX options expirations in at least the first four […]

RMC Asia To Cover Worldwide Volatility, Options Skew, and Risk Management – by Matt Moran

The CBOE Risk Management Conference is the premier educational forum for users of equity index options and volatility products. Now in its 31st year in the US and 4th year in Europe, CBOE is pleased to bring this experience to Asia. The First Annual CBOE Risk Management Conference Asia will be held on November 30 […]

Outlook on Recent Market Volatility

In the past two months, several global volatility indices such as the CBOE VIX have been in the spotlight as they rose to the highest level in months or years.  What have been the drivers of this recent market volatility and how did the volatility indices react to that?  In a recent video interview, I spoke […]

Presentations in Mumbai and Kolkata to Discuss CBOE VIX Index and India VIX – By Matt Moran

Presentations on topics such as (a) the relationships among price movements of stock indexes, the CBOE Volatility Index® (VIX®), and the India VIX Index, and (b) new studies on fund use of options and volatility-based strategies, will be delivered by me to continuing-education meetings of the Indian Association of Investment Professionals (IAIP) in the cities […]

New VIX Weeklys – More Responsiveness in Recent Weeks – by Matt Moran

VIX® Weeklys futures began trading at CBOE Futures Exchange (CFE®) on July 23, 2015. VIX Weeklys options are expected to begin trading at CBOE® on October 8, 2015. One of the most important features of the new VIX Weeklys is the fact that these products have the potential to provide more trading precision and responsiveness […]

Record Volume Day for CBOE and SPX Options, as VIX Index Has Its Biggest One-Week Jump – By Matt Moran

This past week the CBOE Volatility Index® (VIX®) rose 118.5%, its largest move ever (in percentage terms) in one calendar week. On Friday CBOE®, C2 Exchange and the CBOE’s S&P 500® options all experienced record volume days, with estimated volume of 11 million options contracts traded on CBOE. A news report at Marketwatch noted – […]

Record Volume for VIX Weekly Futures Today as Five Volatility Indexes Rose by More Than 20% – By Matt Moran

August 20 – Today the S&P 500 (SPX) Index and Dow Jones Industrial Average both fell by 2.1%, while the CBOE Volatility Index (VIX) and 4 other volatility indexes rose by more than 20% (see table below), and the VIX Weekly futures had record daily volume of 1,847 (estimated). STRIKING PRICE COLUMN In a recent […]

  • CATEGORIES

  • Recent Comments

  • Tags