Tag Archives: VVIX

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 […]

Last Week in VIX Options and ETPs – 1/13/2014

I’m still trying to digest the relative non-reaction out of the equity market to Friday’s employment number.   About half the day the market was down and then by the end of the days the bulls took over for a slight gain.   VIX began the day by moving higher for about 30 minutes and then basically […]

Last Week in VIX Options and ETPs – 11/10/2013

Thursday the S&P 500 managed to wake everyone up for their end of 2013 complacency with a 1.3% drop.  Of course this year any sort of drop has been a buying opportunity and traders have been trained this year to have a Pavlovian reaction to sell offs.  This reaction is to hit the buy button […]

Last Week in VIX Options and ETNs – 11/3/2013

Despite an FOMC announcement this past week the activity in VIX and volatility related trading was pretty tame this past week.  This appears to be the new status quo since the government shutdown came to a temporary end.   I spoke to one trader from the VIX pit last week who confided that he felt any […]

Last Week in VIX Options and ETNs – 10/26/2013

If the theme in the volatility market needed to be summed up with one word it would be “calm”.  I can break out the thesaurus, yes I have a real one, other words that may be used are “tranquil”, “peaceful”, and “serene”.   As the S&P 500 closed at all-time highs again the volatility market took […]

Last Week in VIX Options and ETNs – October 20, 2013

This is a second week where highlighting the VXST – VIX – VXV curve from day to day tells the story of the week.  VIX was up on fear and off on calm trading at levels not seen in about two months on the downside after the government pushed the can down the road.  The […]

  • CATEGORIES

  • Recent Comments

  • Tags