The wager is on a large increase in the VIX, which serves as the stock market's fear gauge and has been sitting near record-low levels for months. The market's foremost volatility bull is at it yet again. Just over two months after rolling …
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 …
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 ...
NEW YORK (Reuters) - An unnamed trader dubbed the “VIX elephant,” who for months has been prepared for a stock market slump, capitalized on a short-lived spike in volatility on Friday to adjust a massive options hedge. The big trade …
The stock bubble can get bigger and probably will ... tighten and stocks start to see more competition from the short end of the curve. I expect the VIX to trade at an …
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 …