Tag Archives: VXAPL

VXST Futures and VIX Index Both Rose More Than 26% Today – By Matt Moran

July 31, 2014 — In a July 26 piece that now looks as if it could be rather prescient, in last weekend’s Barron’s Striking Price Column, Steve Sears wrote – “BlackRock, the world’s largest asset-management firm, is telling clients that equity-options volatility is now the last cheap asset class in the financial market. With the […]

VXEEM, GVZ, & VXSLV All Rose More Than 30% Today – By Matt Moran

June 20, 2013 — In the past five years many investors have bemoaned the fact it can be more challenging to properly diversify portfolios, in that many investments have a distressing tendency to decline in tandem with other investments. As shown in the charts below, many securities (including the SPX Index, GLD ETF, SLV ETF, […]

VXAPL, VXIBM, VXGOG: 1-Day Falls of More Than 33%

This week earnings announcements were made after the close of regular stock trading by some key tech companies — IBM and Google on Jan. 22nd, and Apple on Jan. 23rd. Implied volatility indexes related to these stocks experienced big one-day drops the following days – CBOE Equity VIX® on IBM (VXIBM) had a record one-day […]

In 2012 VXAPL Rose 25.5% and VXGOG Fell 7.1%

Many investors noted the lack of volatility in the broad stock markets in 2012 – the CBOE Volatility Index® (VIX®) Index had an average daily closing value of 17.82 for the year, the lowest such value since 2007. Some tech stocks experienced more volatility than the S&P 500 in 2012. For example, Apple (AAPL) rose […]

SPX Options Volume Jumps to 1.15 Million Today

WED. NOV. 7 — Today, the day after the U.S. election, the trading volume for S&P 500® (SPX) options was a strong 1,153,017 contracts, the biggest volume day for SPX options since Sept. 14th.  For comparison purposes, the average daily volume for SPX options on the previous 8 trading days was 613,248. Today the S&P […]

VXAPL Index Up 97%, as Apple Puts Become More Expensive

October 5, 2012 – The CBOE Equity VIX® on Apple (VXAPL) has risen from an intraday low of 18.81 on August 13, 2012, to a closing value of 37.03 today, a rise of 97%. An October 4th Bloomberg news article by Cecile Vannucci and Nikolaj Gammeltoft notes that – “Apple Puts Jump to 10-Month High […]

Apple Earnings Fall Short, as VXAPL Index Closes at 34.34

Tuesday, July 24  -  Apple, Inc. announced its quarterly earnings today.  Bloomberg news noted – “Apple Inc. (AAPL)’s profit and sales fell short of analysts’ projections for only the second time since 2003 as customers held off on iPhone purchases while waiting for a new model to be introduced later in the year.  …   The […]

VIX Up 12.6%, as 20 Vol Indexes Rose Today

Monday, July 23 — While many stock indexes plunged today, twenty of CBOE’s volatility indexes rose.  Visit www.cboe.com/volatility to see a list of indexes with updated delayed quotes. Here is a list of percentage changes for some volatility indexes on July 23 – 12.6%       VIX® – CBOE Volatility Index®  www.cboe.com/VIX 6.3%         VVIX – CBOE VIX […]

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