Tag Archives: VIX

A Little More of VIX in 2014

Yesterday I posted a blog about VIX price action in 2014 and compared it to different levels from 2004 – 2013.  Justin Pulitzer (@justinpulitzer) noted via a tweet that 2008 – 2009 probably skewed the highs on the chart that I produced and discussed last night.  Based on that tweet I was prompted to take a look at […]

Comparing 2014 VIX and VIX from 2004 – 2013

With all the talk about VIX not acting right (I don’t use the word broken) you would think that someone had written a book criticizing the fear index.  My feeling has been that VIX is doing what it is supposed to do and that is measure the implied volatility of index options that are listed […]

Last Week in VIX – 4/13/2014

VIX did what VIX does when the stock market sells off, it moved up.  Specifically VIX rose 22% last week settling just over 17 as the S&P 500 showed some real signs of weakness on Thursday and Friday last week.  April VIX futures and options trade for two more days and then expire this coming […]

Last Week in VIX Options and ETPs – 4/13/2014

What a difference a week makes especially in the volatility world.  Based on an equity market drop, which came mostly at the end of the week, of 2.65% last week VXST was up over 33% and VIX climbed a hair under 22%.  The shift in the curve is pretty dramatic, going from what we are […]

Last Week in Russell 2000 and NASDAQ-100 Volatility – 4/13/2014

Last week, especially the end of the week was an ugly one for the equity markets.  The big loser among the S&P 500, NASDAQ-100, and Russell 2000 was the Russell 2000 which lost about 1% more than the other two broad based market indexes with associated listed volatility markets.  Despite the underlying market being down […]

Last Week in VXST – 4/13/2014

CBOE picked a heck of a week to launch VXST options as the S&P 500 lost 2.65% last week which is the worst weekly performance since May 2012.  Of course months of planning went into the successful launch of VXST options on Thursday and there was no way the price action in the S&P 500 […]

Exciting First Day for VXST Option Trading at CBOE

The first day for VXST option trading is history and what a day it was in the equity markets with the S&P 500 losing just over 2% and the NASDAQ-100 dropping over 3%.  Operationally trading in the new VXST option market was smooth as any established market despite the extra equity market volatility.  Just before the close […]

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 VIX – 4/6/2014

VIX under 14.00 signals that the market is not too concerned about a volatility event over the next few weeks.  I noticed on Friday that there seemed to be several block trades in the VIX options that seem to be looking past April expiration to May.  A particular one that caught my eye was a […]


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