Category Archives: VIX

Video: CBOE Volatility Index – Fact & Fiction Part 4

Watch Part 4 of CBOE’s Fact & Fiction five part educational series, where Doug Prskalo of Blue Capital Group discusses the direction the S&P 500 and  VIX move in and how traders use the VIX.

Webcast – Volatility: Strategies for Diversification and Risk Management

Title: Volatility: Strategies for Diversification and Risk Management Date: March 27, 2012 Time: 2:00 PM EST 1 CFP CE Credit Register Here What is volatility? How is it measured? What strategies can advisors use to manage risk and control swings in portfolios? Learn the answer to these questions and more as Tom Lydon, Editor of […]

New VVIX Index Measures the Volatility of Volatility

Bonita Springs, Fla., March 14, 2012 – Today CBOE introduced the new “VIX of VIX® Index (ticker: VVIX(SM)). www.cboe.com/VVIX The new VIX of VIX Index tracks the expected volatility of the CBOE Volatility Index® (the VIX® Index), the world’s most widely-followed market volatility index. VVIX reflects the market’s consensus of expected volatility of the 30-day […]

VIX of VIX – an Update on Volatility of Volatility

Just as an update on my February 24th post on the Volatility of Volatility, the CBOE has announced the launch of an index that tracks the volatility of VIX itself, the VVIX.  The VVIX is calculated using the the same methodology as the VIX index, using VIX Options to calculate the volatility of VIX. While […]

New Paper on Key Tools For Hedging and Tail Risk Management

Bonita Springs, FL – March 12, 2012 – Today Mr. Mitch Boraz, Senior Consultant at the Asset Consulting Group of St. Louis presented a new paper — “Key Tools for Hedging and Tail Risk Management” — at CBOE’s 28th Annual Risk Management Conference (RMC) www.cboermc.com The study, the second of two ACG papers commissioned by […]

Video: CBOE Volatility Index – Fact & Fiction Part 3

Watch Part 3 of CBOE’s Fact & Fiction five part educational series, where Daniel Deming of Stutland Equities discusses the VIX as a 30-day forward looking measure of volatility and shares some of his strategies.

Recent Increased Interest in Risk Management with VIX-based Products

While the VIX Index has been below 24 so far in 2012, and the VIX closed at 16.80 last Thursday (Feb. 23), the trends in trading volumes in VIX-related products indicate that there could be more recent interest in using VIX-related products for purposes of risk management for investor portfolios. The average daily volume for […]

The Volatility of Volatility: High

In a recent podcast, I was asked about the sharp spikes and steep drops in VIX levels and what that reflected; I was able to get through that with minor scars, but it got me thinking about the volatility of Volatility. Below are a couple of charts that tell the story. Chart 1 displays the […]

Video: CBOE Volatility Index – Fact & Fiction Part 2

Watch Part 2 of CBOE’s Fact & Fiction five part educational series, where Jamie Tyrrell of Group One Trading discusses the VIX, whether it indicates fear or uncertainty and what it means when the VIX “heads down.”

Managing Brazilian Volatility with Futures and Options on the VXEWZ Index

Over the next five years, some projections indicate that the annual GDP of Brazil could surpass that of both France and the United Kingdom, and that Brazil could rise to become the fifth largest economy in the world. More investors now are concerned with the issue of managing Brazilian volatility. Today CBOE Holdings announced today […]

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