We also find that there was a lot of put buying in the VIX. The VIX put/call ratio skyrocketed up to 96%. That's a big bet on a lower VIX. The shift in sentiment is that they weren't buying puts when the VIX was 50 last week or even the other …
Last Week’s Performance The Dow increased 1.4% last Friday despite a tumultuous week. The fear-gauge CBOE Volatility Index (VIX) decreased 13.2% to close at 29.06. However, it remained three times higher than last year’s average. All …
The slump in U.S. stock prices which began on Friday, as bond yields rose with inflation fears after better-than-expected labor market data, led to massive unwinding of short position in VIX related products and some industry calls for tighter …
But what is it? Technically, the Vix is a measure of the expected amount of gyration in stock prices on the S&P 500 over the next month. A low level indicates investors don't expect prices to fluctuate that much - a spike implies choppy …
0.21% are skewing levels of the Cboe Volatility Index VIX, -1.29% which reflects bearish and bullish options bets 30-days in the future on the S&P 500 to gauge …
Right now, let's see how the VIX is constructed. While there can be volatility measures of the historical price movement of a stock or an index, the VIX is built from the "implied" vol of options prices on the S&P 500 index. Implied volatility tells …
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 …
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 …
Both types of contracts or derivatives let investors bet on the future price of a stock or any other type of asset. Trading volume typically spikes dramatically on "quad witching" days. Today's sharp move up is one of the few big daily moves …