Tag Archives: SPX

VIX Properly Reflecting Fear

Over the past couple of weeks I have been out and about representing CBOE and The Options Institute in diverse places such as Schaumburg, IL, San Jose, New York, and Omaha, NE.  On these travels I have often been asked about the persistent low level for VIX despite pockets of weakness in the stock market.  […]

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 Nasdaq-100 and Russell 2000 Volatility – 4/6/2014

Two of my areas of interest with respect to trading are relative markets move and of course volatility indexes.  Friday was one of those days that I live for as the Nasdaq-100 dropped over twice as much as the S&P 500 and the spread between the underlying volatility indexes widened out to levels not seen […]

Last Week in VIX – 3/9/2014

VIX got a day in the spotlight on Monday when the fear index rose 14% based on events going on in a country that 89% of Americans cannot find on a map (this like 99.7% of other statistics was made up).  The S&P 500 sold off early and then trudged higher on Monday.   The path […]

Last Week in VIX – 2/2/2014

Friday, despite the equity market being under pressure many of the VIX option trades appeared to be more bearish on VIX (or bullish on stocks).  A fine example would be a seller of VIX Feb 16 Calls who then purchased VIX Feb 20 Calls for a net credit of about 1.20.  The goal, if the […]

Last Week in Russell 2000 and Nasdaq-100 Volatility – 1/24/2014

The CBOE Russell 2000 Volatility Index (RVX – 20.71) and the CBOE NASDAQ-100 Volatility Index (VXN – 18.84) were up 32.68% and 31.16% respectively last week.  These price changes are pretty impressive until we take a look at the old school CBOE Volatility Index (VIX – 18.14) which rose 45.82%.  I spend way too much […]

Last Week in Nasdaq-100 and Russell 2000 Volatility – 1/19/2014

The NASDAQ-100 was the star of the week relative to the other broad based US equity market indexes by rising just over 0.70%.  The S&P 500 was down on the week, but the Russell 2000 did manage to put up a gain of 1/3 of a percent.  The somewhat divergent equity market performance carried over […]

Record Volume in 2013: VIX Futures Up 67%, and SPX Options Up 19% — By Matt Moran

JAN. 2, 2014 – Average daily volume for three key index contracts – options on the S&P 500 Index (SPX), and futures and options on the CBOE Volatility Index (VIX) — all rose to new record levels in 2013. VIX options established new record high levels for trading volume in each of the seven years […]

Last Week in VIX and VXN – 11/10/2013

Despite the small week over week gain in the S&P 500, there was some mid-week drama as the SPX lose 1.3% on Thursday (and then gained it back on Friday).   What was interesting was the lack of response from VIX relative to the drop on Thursday.  VIX managed only to get a bit over 14 […]

Last Week in VIX and VXN – 11/3/2013

The spread between VIX and VXN was pretty wide as of last Friday at 1.67 – it narrowed this past week as earnings season started to get behind us and nothing new is expected out of Apple (AAPL – 520.03) any time soon.  I have noticed over the past year that VXN seems to be […]


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