Tag Archives: OVX

Last Week in Gold and Oil Volatility – 4/13/2014

While the equity markets continue to receive a lot of attention due to the recent downside moves the commodity space has been unusually quiet.  The SPDR Gold Shares ETF (GLD – 126.93) rose 1% last week and seems destined to be stuck in the upper 120’s.  Oil did a little better with the United States […]

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 […]

Last Week in Gold and Oil Volatility – 4/6/2014

Both Gold and Oil had pretty dull weeks compared to what was going on in emerging markets and domestic stock indexes last week.  The price action in gold calmed down after breaking 2014’s up-trend last week and the result was a much lower CBOE Gold ETF Volatility Index (GVZ – 15.81).  GVZ dropped about 9.5% […]

Last Week in Gold and Oil Volatility – 3/30/2014

There are certain weeks at The Options Institute where we have too much going on.  This past week was definitely one of those weeks.  We had multiple visitors, webcasts, and classes going on each day.  Do not take that as a complaint, it is more of an explanation that I was not able to really […]

Last Week in Gold and Oil Volatility – 3/23/2014

As the crisis in Ukraine subsided and the Fed indicating interest rates will eventually go up put pressure on the price of gold for most of the week.  Despite rising about half a percent on Friday the SPDR Gold Shares ETF (GLD – 128.45) lost just about 3.5% on the week.  The fund is still […]

Last Week in Gold and Oil Volatility – 3/9/2014

I often get questions from old school traders about VIX being an alternative to owning gold in times of crisis.  Before VIX options and futures were available the asset that would run up during periods of volatility was often gold.  Monday was one of those days where Gold reacted by moving to the upside with […]

Last Week in Gold and Oil Volatility – 3/2/2014

The SPDR Gold Shares ETF (GLD – 127.62) was just about flat on the week despite the positive news that the fund was on track to have a net inflow of funds for the first time in over a year.  I guess since the price of gold appears to be stabilizing and even grinding higher […]

Last Week in Gold and Oil Volatility – 2/23/2014

I have been giving entirely too much love to gold in this space so this week I’m going to start off discussing oil.  Oil futures moved over 102.00 this past week in what has been a pretty orderly march higher.  I’m not sure if global economic recovery, global political uncertainty, or everyone in Chicago trying […]

Last Week in Gold and Oil Volatility – 2/9/2014

Gold resumed positive weekly performance with the SPDR Gold Shares ETF (GLD – 122.71) rising almost 1 ¾ percent (I miss trading in fractions).  The result was a drop in GLD option volatility.  GVZ was down 10.90% and the February GVZ futures lost 10.44%.  The scare of the slow grinding uptrend that has been in […]

Last Week in Gold and Oil Volatility – 2/2/2014

Gold ruined a weekly win streak by closing down for the first weekly price loss of 2014.  The small uptrend (seen below) can now be debated. However, I would be remiss if I did not point out that GLD did have a higher high (by 0.01) and a higher low (a whopping 0.29) on a […]

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