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Tag Archives: Options

SPX Tops Its First 100-Point Milestone in 13 Years – By Matt Moran

Matt Moran
Vice President
CBOE
May 7 - 1:33 am
Comments: 0

An interesting way to look at trends in the S&P 500® (SPXTM) Index is to look at the dates on which it first closed above its 100-point milestones. As shown in the table below, the SPX first closed above 200 in Nov. 1985, above 500 in March 1995, above 1000 in Feb. 1998, and above [...]

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Strong Options Volume Growth for Both SPX (Up 22%) and VIX (Up 48%) By Matt Moran

Matt Moran
Vice President
CBOE
April 2 - 7:32 pm
Comments: 0

Both the S&P 500® (SPX) and the CBOE Volatility Index® (VIX®) index options experienced strong volume growth in the 1st quarter of 2013 compared with the 1st quarter of 2012 – SPX options average daily volume rose to 809,067 (up 22%) and VIX options average daily volume rose to 633,811 (up 48%). PUT/CALL RATIOS It [...]

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Total VIX Futures Volume Sets Record for 3rd Month in a Row By Matt Moran

Matt Moran
Vice President
CBOE
April 1 - 9:41 pm
Comments: 0

A record 3,220,977 futures contracts on the CBOE Volatility Index® (VIX®) traded during March, exceeding the 3,062,344 contracts traded in February (the previous record) by five percent. March’s VIX futures volume rose by 64 percent when compared to the 1,963,893 contracts traded a year ago.  VIX futures have set all-time total volume records for three [...]

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Record Monthly Volume for VIX Futures and Options by Matt Moran

Matt Moran
Vice President
CBOE
February 4 - 12:07 am
Comments: 0

In January 2013 both options and futures on the CBOE Volatility Index® (VIX®) established new all-time monthly volume records. VIX Index options recorded their best month ever with an average daily volume (ADV) of 680,822 contracts, exceeding the previous record ADV of 582,022 contracts in August 2011.  Total volume for the month was 14.3 million [...]

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VIX – Record “Cliff” Dive (Down 39.1%) and Record Volume

Matt Moran
Vice President
CBOE
January 4 - 10:06 pm
Comments: 0

Jan. 4, 2013 – The CBOE Volatility Index® (VIX®) closed at 13.83 today and was down a record 39.1% this week as the U.S. Congress approved legislation to address the fiscal cliff uncertainties. VIX – BIGGEST 1-WEEK MOVES SINCE ITS INCEPTION IN JAN. 1990  Here is a list of the weeks when VIX had its [...]

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VIX Has Its Biggest Two-Day Fall – 35.4%; Record Futures Volume

Matt Moran
Vice President
CBOE
January 3 - 12:05 am
Comments: 0

Jan. 2, 2013 – On the two most recent trading days of Dec. 31st and Jan. 2nd – The CBOE Volatility Index® (VIX®) fell by 35.4%, the biggest-ever drop (in percentage terms) over two trading days for the VIX Index, which has historical data back to 1990; and Futures on the VIX Index set new [...]

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VIX Has Biggest 1-Day Jump of 2012; 6 Key Facts

Matt Moran
Vice President
CBOE
December 29 - 12:46 am
Comments: 0

Dec. 28, 2012 – Here is an update on 6 key facts about the VIX and related indexes and trading instruments – (1)    Today (Friday) the CBOE Volatility Index® (VIX®) rose 16.7%, its biggest one-day up move (in percentage terms) since November 2011.  A key factor in the rise in the VIX is investor uncertainty [...]

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SPX Options Volume Jumps to 1.15 Million Today

Matt Moran
Vice President
CBOE
November 7 - 9:15 pm
Comments: 0

WED. NOV. 7 — Today, the day after the U.S. election, the trading volume for S&P 500® (SPX) options was a strong 1,153,017 contracts, the biggest volume day for SPX options since Sept. 14th.  For comparison purposes, the average daily volume for SPX options on the previous 8 trading days was 613,248. Today the S&P [...]

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25 Years Ago, the VXO Index Topped 150

Matt Moran
Vice President
CBOE
October 20 - 7:03 pm
Comments: 0

Twenty-five years ago, on October 19, 1987, the S&P 500 Index (SPX) fell by 20.5%, and the CBOE S&P 100 Volatility Index (VXO) rose by 313% to close at an all-time daily closing high of 150.19. Below are key values for seven trading days in October 1987 – VXO INDEX – 25 YEARS AGO – [...]

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“Drought” Options – Implied Vol Up 50% This Month

Matt Moran
Vice President
CBOE
July 20 - 3:56 pm
Comments: 0

A recent Reuters news report indicated that “Grain prices pushed to record highs on Thursday as scattered rains in U.S. Midwest did little to douse fears that the worst drought in half a century will not end soon or relieve worries around the world about higher food prices.  Government forecasters did not rule out that [...]

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