Let's take a closer look at some numbers for the VIX, to see what the option markets tell us about the stock market and mood of the investing crowd. Figure 1 - Daily VIX, oscillator and S&P 500. Source: MetaStock Professional. Figure 1 …
In the early ‘80s, when I was running a hedge fund from the floor of the Chicago Board of Options Exchange (CBOE), I was a market maker in OEX options. The OEX is the Standard & Poor's 100 Index. The CBOE Market Volatility Index (VIX) …
Uncommonly low volatility has been a hallmark of financial markets all year. Look beneath the surface, however, and volatility is picking up across the stock market, though not in ways registered by the closely followed Volatility Index, or …
NEW YORK (CNNMoney) -- Wall Street's key measure of volatility ... The CBOE Volatility index (VIX) jumped to close at 42.7 as all three major U.S. stock indexes plummeted. A VIX reading higher than 30 is considered a sign that investors …
If you’ve ever walked a dog, you know about the zigzag path that dogs take down a sidewalk. After all, there are great odors to sniff on both sides of the sidewalk so your dog will veer far to the left, take a few deep sniffs before veering off …
Legendary investor Laszlo Birinyi warns that betting against stock-market volatility is a ... It seems like VIX ETFs and [exchange-traded notes] are a quick way to lose money," Birinyi said. "Like so many things, that is a characteristic …
Thursday’s risk-on mood also saw a decline in Wall Street’s main equities volatility barometer. The CBOE volatility index (Vix), which looks at the options market to determine expected S&P 500 volatility over the next 30 day, had reached its …
The Black Scholes model uses five key variables to arrive at the ‘fair price’ of an options contract: the strike price of the contract, the market price of the stock, the time to expiry, the risk-free rate and volatility. The VIX arrives at the ...
VIX pushed higher on the Senate tax bill (topping 12), but soon enough the army of vol-selling-machines stepped in and righted the ship... Bitcoin slid on the day...
A ugust saw a huge jump in the VIX index, which measures equity volatility. VIX ETPs are proving popular with investors amid the stock market choppiness. IBD spoke to Nick Cherney, head of exchange traded products at Janus Capital …