This study examines the asymmetric relationship between India volatility index (India VIX) and stock market returns, …
Springer Science+Business Media
1. The trend has been down with each successive peak being lower. (A lower VIX correlates with a higher stock market and a higher VIX with a lower stock market.) 2. The last peak breached the resistance line which is normally a not so …
Marty
iPath S&P 500 VIX Short Term Futures TM ETN (NYSE:VXX) saw unusually large options trading activity on Wednesday. Traders purchased 64,290 call options on the company. This is an increase of approximately 234% compared to the …
Once a market indicator used primarily by institutional investors and options traders, the Chicago Board Options Exchange Volatility Index or VIX has become a widely referenced and discussed measure of stock market sentiment. It currently …
The CBOE Volatility Index, or VIX, is derived from the prices of S&P 500 index options and is a barometer of expectations for stock-market turbulence. The correlation between the VIX and the benchmark S&P...
The Wall Street Journal
... calls are based on VIX futures instead of the more volatile “spot” VIX, in the past I suggested that it would be easier to hedge a portfolio against a “black swan” stock market decline using S&P 500 puts–either the cash-settled SPX index ...
Stock are so volatile that they’ve short-circuited the CBOE Volatility Index. A CBOE spokesman said VIX, commonly known as the stock market’s fear gauge, experienced quoting problems because of the whippiness of Standard & …
So the new ETN from UBS will offer investors an opportunity to establish exposure to stock market volatility while eliminating some of the often adverse impact of contango in VIX futures markets. The underlying strategy is appealing …
A particularly strong post-Fed fade of volatility. The VIX returns right back to the previous consolidation zone. As I noted in my last T2108 Update, I was primed to fade volatility ahead of the Fed announcement. As the chart above shows, the …
It is most notably seen in the VIX index of implied volatility on the U.S. S&P 500 stock index .VIX .SPX, the so-called "fear index". But implied volatility across the G10 major currencies is its lowest in three years, and U.S. Treasury market …
Volatility