Tag Archives: VIX

VIX Last Week – October 19, 2014

At the worst point last week the S&P 500 was down 9.5% from the closing high of 2011.36 on September 18th and down about 4.5% from last Friday’s close. By Friday we came back to less frightening levels and closed the week down 6.2% from the all time closing high and down 1% on the […]

Short Term Volatility Last Week – October 19, 2014

The CBOE Short-Term Volatility Index was introduced less than a year ago and since then there have not really been any headline grabbing moves in the volatility space. That was until last week where the high range for VXST stretched from close to 20 up to almost 40. The closing VXST level on Wednesday was […]

Volatility Indexes and ETPs Last Week – October 19, 2014

I hate being a broken record in this space, but the week over week changes do not do any justice to what was last week in the equity and volatility markets. I threw the closing curve from Wednesday in the mix below when VXST closed at the highest level since December 2011.  On Monday VVIX […]

Some Volatility Trades that Worked Well in Last Week’s Action

VIX is much higher than it was early last week.  So are VXX and RVX.  Also, the S&P 500 and SVXY are both lower.  Anyone can tell you that, so I decided to do some digging and find some timely trades from last Tuesday and Wednesday (or beyond) when the idea of VIX in the […]

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 […]

Perspective on Recent VIX Action

Since we haven’t had VIX in the mid-20’s for over 2 years it is probably worth getting a little perspective on recent volatility market price action. The last time VIX was around these levels was early June 2012 when VIX got as high as 26.66.  VIX reached this level after the S&P 500 had dropped […]

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 […]

VIX Spot Index to Include SPX Weekly Options Beginning Oct. 6 – By Matt Moran

Beginning Monday, October 6, 2014, CBOE will calculate the spot value of the CBOE Volatility Index® (VIX®) using S&P 500® Index (SPX) options with weekly and standard 3rd Friday expirations that more closely bracket the 30-day target timeframe. While this change is not expected to have a dramatic impact on the spot VIX Index (see […]

Last Week in VIX – 9/28/2014

VIX was higher on the week, peaking out well over 16 on Thursday before working back down to14.85 to end the week. There were lots of grumblings about VIX being nowhere near the high of the day on the close on Thursday despite the S&P 500 finishing up very near the low of the day. […]

Last Week in VXST – 9/28/2014

Thursday VXST was up as much as 38% intraday before settling the day up ‘only’ 23%. I am well aware of the Monday morning quarterbacking here, but seeing VXST come back in like that despite the S&P 500 closing near the low of the day Thursday may have given traders confidence that the sell off […]

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