Tag Archives: VVIX

Volatility Indexes and ETPs Last Week – 7/20/2014

The week over week curve changes do not even come close to doing this past week’s volatility index action any justice. I got out my back up spreadsheet that allows me to plot three lines. The result is below. Note the purple line showing the short lived volatility event from Thursday. The pattern of a […]

Volatility Indexes and ETPs Last Week – 6/15/2014

The S&P 500 had a slight setback of a week with the result being a heck of a rebound in VXST and VIX, at least on a percentage basis. Of course both VXST and VIX rebounded off of what can be mildly referred to as a low base price and in the words of one […]

Last Week in VIX Indexes and ETPs – 5/11/2014

When I started putting together the term structure chart showing a comparison of the week over week changes for VXST, VIX, VXV, and VXMT I got a little scared. Basically with VXST and VIX both barely changed for the week I was afraid the two lines on the chart below would appear as one. The […]

Last Week in Volatility Indexes and ETPs – 4/27/2014

Things were pretty crazy last week at The Options Institute last week with a wide variety of groups visiting and instructors running from one place to another.  Marty Kearney is slaving away in Las Vegas right now, poor fella.  When I am consumed with my duties at work I tend to lose track of the […]

Last Week in Volatility Indexes and ETPs – 4/20/2014

It took five days for the S&P 500 to drop from 1865 to 1815 – this past week the S&P 500 rose from 1815 to 1864 in just four days.   This time last week those of us that comment on the market action each weekend were posting articles and blogs citing the S&P 500 experiencing […]

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 VIX Options and ETPs – 4/6/2014

This past week was a busy one for me.  In fact I write this from a hotel room in Omaha, NE where I will be attending a TD Ameritrade event this weekend.  Earlier this week I was in New York discussing SPX and VIX.  The point is I have spent a good portion of my […]

Last Week in VIX Options and ETPs – 3/30/2014

The S&P 500 lost value last week and so did all four of the volatility indexes that CBOE calculates using SPX options as the underlying market.  Granted the SPX finished on a positive note after dipping a few times over the course of the week and maybe the VIX reaction to market activity is that […]

Last Week in VIX Options and ETPs – 3/23/2014

The VXST – VIX – VXV – VXMT term structure chart below shows the dramatic drop in the risk perception of global markets.  VXST (9-Day) was down 28%, VIX (30-Day) lost almost 16%, VXV (3-Month) was just under 10% lower and finally VXMT (6-Month) lost just over 7%.  The event that had elevated fear and […]

Last Week in VIX Options and ETPs – 1/26/2014

What a difference a week can make in the volatility world.  The CBOE Short-Term Volatility Index (VXST – 20.84) rose over 80% while the CBOE Volatility Index (VIX – 18.14) was up a paltry (insert sarcasm) 45% last week.  That’s what a couple of triple digit down days for the Dow Jones Industrial Average will […]


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