Tag Archives: VIX

VIX Last Week – 2/23 – 2/27

The S&P 500 hardly budged on a week over week basis and VIX drifted lower. The March future drifted lower basically in sync with the index, but is still at a health premium relative to the index. I’m attributing that to the pending employment numbers coming out next week. I need to do a study […]

Volatility Indexes and ETPs Last Week – 2/23 – 2/27

Last week was fairly quiet despite the second revision of GDP coming in a little light. We may see a little more volatility action in the coming week as on Wednesday the ADP Employment Change report is released Wednesday before the open and then the government version of the employment report coming on Friday. Both […]

Extended Hours for VIX Option Trading Begins 3/2

The question we have heard over the last several years was “CBOE VIX Futures have extended trading, when will VIX Options have Extended Trading Hours”? On Monday, March 2nd,  Extended Trading Hours (ETH) for VIX options will launch.  Trading hours will be from 2:00 a.m. to 8:15 a.m. Central Time (“CT”).  Regular VIX trading will […]

Last Week in VIX – 2/22/2015

VIX was down some last week and the newly christened front month March future followed the index lower and then some. Despite the drop, the March future finished Friday at a pretty steep premium relative to the index which shows that despite the S&P 500 making new highs, the volatility market isn’t convinced 2015 will […]

Last Week in the Volatility Markets – 2/22/2015

Usually it is pretty easy for me to come up with something new to say regarding what went on the volatility markets last week. However, it has been a lot of the same for a pretty long time now. We have now experienced three all-time highs for the S&P 500 in 2015, which is three […]

Last Week in Volatility Markets – 2/8/2015

A big up week for the S&P 500 resulted in the VXST – VIX – VXV – VXMT term structure curve returning to contango after going into backwardation to end the previous week. This sort of action is wearing thin for guys on the floor. I was even pulled aside and told that there seems […]

Dissecting VIX Volume in January

I was lucky enough to join The Options Institute at the Chicago Board Options Exchange in April 2009. This has been a wonderful place to work as each day is different and almost every day I learn something new. Back in high school, a discipline heavy all-boys school, the head football coach was my homeroom […]

Last Week in VIX – 2/1/2015

The stock market continues to be jittery with the S&P 500 dropping almost 3% last week.  This price action resulted in a 25% move higher in VIX. I was in the classroom most of Friday so I wasn’t as focused as I would like to have been on the intraday price action. I was pretty surprised […]

Last Week in Volatility Indexes and ETPs – 2/1/2015

Friday the S&P 500 sold off and broke below the psychologically significant 2000 level. Other than being a round number that’s about all the significance I would give to 2000.  If I were still a full time trader the number I would be more concerned with is 1990. The first chart this weekend is a […]

Extended Trading Hours Planned for SPX and VIX Options – By Matt Moran

Investors from around the world have expressed interest in Extended Trading Hours (ETH) for key risk management tools, and, since June 2014, the trading hours for futures on the CBOE Volatility Index® (VIX®) have been expanded to nearly 24 hours a day, five days a week. PLANS FOR ETH FOR SPX AND VIX OPTIONS NEXT […]

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