Tag Archives: OVX

Gold and Oil Volatility Last Week – 10/26/2014

The prices of both gold and oil can often move together reacting to global events or current business conditions. Currently the two markets are both on the lower end of their historical price range, but oil is in a different place than gold. What I mean by that is that the price of oil does […]

Gold and Oil Volatility Last Week – October 19, 2014

Commodity related implied volatility tends to react to a break of support or resistance through an upside move. Often implied volatility will drop when a commodity is stuck in a range or a test of support or resistance holds. We actually have a case of both going on right now. I’ll start with support holding […]

VIX Index Rises 73% As New Volume Records Are Set – By Matt Moran

Oct. 15, 2014 — The S&P 500® (SPX) Index declined by 5.4% and the VXST Index rose 113.3%. over the past week, and many investors are looking for havens to help protect their portfolios from left tail risk. . RECORD VOLUME TODAY Since early this month, there have been dramatic increases in trading volume in […]

This Week VXST Index Rose 58.4% and VIX Index Rose 46% – By Matt Moran

This week the CBOE Short-Term Volatility Index rose 58.4%, the CBOE Volatility Index® (VIX®) rose 46%, and the S&P 500 Index fell 3.3%. More investors are looking to use volatility-based products to diversify and manage risk in their portfolios, as the preliminary estimates for the Oct. 10 (Friday) trading volumes were 1.56 million for S&P […]

Last Week in Gold and Oil Volatility – 9/28/2014

Gold did not break to new multi-year lows last week, but if you read all the news you would think it was just a matter of time. I continue to watch the weekly chart of GLD that appears below and as of this past week the move lower seems to be slowing.   GVZ moved […]

Last Week in Gold and Oil Volatility – 9/7/2014

Oil futures finished the week closer to 90.00 than 100.00.   This continues to perplex me as the demand for energy seems to continue to increase while the supply side of the equation has the potential to be impacted by a gamut of potential issues. OVX moved up on the week, mostly in the early part […]

Gold and Oil Volatility Last Week – 8/24/2014

The SPDR Gold Shares ETF (GLD – 123.19) dropped about 2% last week, but stayed in the mid-120’s range that we have become accustomed to, although at the lower end of the range. GVZ moved up a tad, but with a 13 handle the direction does not mean as much as the level. The level […]

Gold and Oil Volatility Last Week – 8/17/2014

The price action for the oil and gold markets, along with their respective volatility indexes is inerrable when the state of the world is taken into consideration. Even a looming shooting war between Russia and Ukraine doesn’t do much for the price of oil, gold, or implied volatility of either markets. Friday things started to […]

Last Week in Gold and Oil Volatility – 8/10/2014

Oil futures remained below $100 and despite frightening things going on in the world there seems to be very little geopolitical risk premium showing up in the price of oil or options that are based on the oil market. OVX basically worked lower over the course of the week. This past week was a busy […]

Oil and Gold Volatility Last Week – 8/3/2014

When I put these numbers together for the weekend there is always something that stands out and makes me double check my figures. This week it was GVZ. For goodness sake, they are panicking, I can feel it, they are panicking out there. I was in the classroom most of Thursday and Friday, but our […]

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