AUG. 9, 2012 — A year ago, on August 8, 2011, the CBOE Volatility Index® (VIX®) closed at 48.00, its highest closing value since March 9, 2009. Yesterday, on August 8, 2012, the VIX closed at 15.32 (a level that was 68% lower than the year-earlier level). Yesterday Reuters published an article is entitled “Time [...]
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OVX/VIX Ratio Rises Above 2.2
Sept. 27 – Investors can gain valuable insights into the relative costs of various options positions by comparing the values of key volatility indexes. On Thursday the closing values for three volatility indexes were – 33.05 OVX – CBOE Crude Oil Volatility Index 17.07 VXV – CBOE S&P 500 3-Month Volatility Index 14.84 VIX® – [...]