Weekly VIX and More Fear Poll
The fiscal cliff is behind us, stocks have rallied and a VIX in the 13s must mean that there is nothing to worry about, right? I have a hunch that readers might feel otherwise, which is why I am...
View ArticleClik here to view.
Investor Fears Pivot to U.S. Deficit and Debt Ceiling Following Cliff Deal
Just one week after Democrats and Republicans cobbled together a last-minute fiscal cliff deal, investors turned their focus to the next battleground in the fiscal crisis, tabbing the U.S. deficit and...
View ArticleClik here to view.
The Inverted Percentile VIX
Of the many reasons that investors have a tendency to struggle with an interpretation of the VIX, one of the most obvious is an issue of orientation: for the most part, the VIX moves in the opposite...
View ArticleClik here to view.
ZIV Starting to Gain Momentum
One year ago, I wrote ZIV Undeservedly Neglected when ZIV was trading about 5,000 shares per day and was not even on the radar of many investors who follow the VIX exchange-traded products space. In...
View ArticleNew Updates for Newsletter and EVALS
This is a quick update to let readers know that I have recently posted detailed updates for the VIX and More Subscriber Newsletter as well as for VIX and More – EVALS, which is essentially a model...
View ArticleClik here to view.
VXX and VXZ Celebrate Fourth Birthday
What better way to celebrate your birthday than by ripping off a huge gain. That’s what VXX must have been thinking today as it gained 6.2%, while it’s often overlooked sibling, VXZ, gained 2.2%. Of...
View ArticleClik here to view.
All-Time VIX Spike #11 (and a treasure trove of VIX spike data)
Today was one of those days that caught a lot of people off guard. Halfway through today’s trading session stocks we largely unchanged, then some pockets selling began when results of the elections in...
View ArticleBest VIX Conference of the Year? Try the CBOE RMC
Since everyone wants to talk about the VIX right now and I often get asked what the best conference is for the VIX and volatility aficionado, I should note that my favorite VIX conference, the 29th...
View ArticleClik here to view.
Updated SPX Pullback Summary Table for SPX 1485
One of the graphics that I receive many request for and is my SPX pullback summary table. This table starts with the bottom in the SPX in March 2009 and tracks all meaningful peak-to-trough pullbacks...
View ArticleClik here to view.
Record VIX Options Volume and Large Purchases of VIX Calls
With about a half hour left in today’s trading session, purchases of VIX options are unusually high – much higher than yesterday. As I type this, over 855,000 VIX calls have been traded, with today...
View ArticleClik here to view.
Beyond SPLV: The Expanding Universe of Low Volatility ETPs
The spike in volatility that hit a climax on Monday has apparently passed with the swiftness of a summer thunderstorm. Of course, as I explained more than six years ago in What My Dog Can Tell Us About...
View ArticleClik here to view.
The Options and Volatility ETPs Landscape
For several years I have publishing a graphical overview of the VIX ETPs landscape, with all the ETPs plotted on the basis of leverage and target maturity, such as the recent VIX ETP Returns for 2012....
View ArticleClik here to view.
Some Thoughts on the CBOE RMC
The 29th Annual CBOE Risk Management Conference (RMC), wound down yesterday, proving that while Chicagoans and New Yorkers were happy enough just to escape the snow, there were some excellent business...
View ArticleClik here to view.
The VIX, Interpolation and the Roll
Almost every month, some subset of the class of investors and journalists expresses extreme alarm when the VIX magically plummets on the Monday before the standard monthly options expiration that...
View ArticleLowest VIX Close Since Day Before Biggest VIX Spike Ever
I’m generally not one for sensationalist headlines, fear-mongering or otherwise stirring up trouble unnecessarily, but when facts line up in a manner that I know others will find interesting, I do feel...
View ArticleClik here to view.
Another Record in VIX Call Volume
Exactly three weeks ago today, I thought I would break some news on an intraday basis with a post that I titled, Record VIX Options Volume and Large Purchases of VIX Calls. As it turns out, by the time...
View ArticleClik here to view.
The Low Volatility Story in Pictures
Lately I have not been able to help being bombarded by articles extolling the virtues of investing in low volatility (also known as minimum volatility) exchange-traded products. These ETPs typically...
View ArticleClik here to view.
Four Years of SPX Pullbacks in One Plot
Each time stocks correct, I invariably receive requests from readers to update my SPX pullback summary data, as I did most recently on February 26th in Updated SPX Pullback Summary Table for SPX 1485,...
View ArticleClik here to view.
Guest Columnist at The Striking Price for Barron’s: How to Insure Your Stock...
Today’s guest column at The Striking Price on behalf of Steven Sears at Barron’s marks the tenth time I have had the opportunity to write a column for Barron’s and this time around I even managed to...
View ArticleClik here to view.
ETPs Turn to Selling Options to Generate Income
Not long after I penned The Options and Volatility ETPs Landscape, Credit Suisse (CS) added another buy-write / covered call ETP to the mix: the Credit Suisse Silver Shares Covered Call ETN (SLVO)....
View Article
