Category Archives: Education

Exciting First Day for VXST Option Trading at CBOE

The first day for VXST option trading is history and what a day it was in the equity markets with the S&P 500 losing just over 2% and the NASDAQ-100 dropping over 3%.  Operationally trading in the new VXST option market was smooth as any established market despite the extra equity market volatility.  Just before the close […]

VIX Properly Reflecting Fear

Over the past couple of weeks I have been out and about representing CBOE and The Options Institute in diverse places such as Schaumburg, IL, San Jose, New York, and Omaha, NE.  On these travels I have often been asked about the persistent low level for VIX despite pockets of weakness in the stock market.  […]

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, […]

Touching Clovers Is Like Gold, Not VIX

Thus far on the blog, we have written a few pieces about busts in the stock market. David Blitzer wrote, “Whenever this bull market ends, it is likely to be with a bang, not a whimper.” He also wrote about Deflation, Debt and Disaster where he pointed out we may be on the edge of deflation, which […]

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,  […]

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