New York: Investors snapping up insurance against stock losses after $1 trillion was erased from US equity values have pushed the cost of options to a record increase for the start of a year. The Chicago Board Options Exchange (CBOE) …
As I noted last week, index volatility shot up way faster than individual stock volatility, implicitly a bet on increased correlation going forward. The correlation I refer to here is individual stocks moving in lockstep with each other. Don …
In its original form, the VIX was constructed by using a weighted average of the implied volatility of the at-the-money and near-the-money options on the S&P 100 index. Measuring Stock Market Volatility:Measuring the S&P 500 on the VIX …
On the close Friday, the S&P 500 Volatility or “Fear” Index (VIX) made a low at 12.85 ... This week is also the May options expiration week. According to the Stock Trader's Almanac, the Monday after Mother's Day reports the Dow Jones …
Contrary to what most people think, the VIX doesn't measure actual stock market volatility. Instead, it tracks the trading in options on the S&P 500 to indicate how investors expect the market to move over the next 30 days. In this case, as …
Because the VIX moves inversely to the stock market. Note the current level of the VIX ... it is pretty close to the support line. If it can fall below that level at the close today, it will have a shot of breaking its up trending.
Can this stock market bounce stretch to back-to-back days? Early action pointed to U.S. stock gains, which would build on a late-day Wednesday rally that slammed the brakes on a six-day skid. Today's inspiration? China's Shanghai …
"But I do see that there was a spike on the chart up to 21.26. It looks a little suspicious." The VIX is a 30-day risk forecast of stock market volatility that is calculated by using a strip of S&P 500 index option bid-ask quotes. The VIX generally …
When stocks slid Monday with little discernible cause, the 37-year-old used a product mirroring the VIX volatility index to bet markets ... “You get caught in a manner that doesn’t help you.” The stock market’s recent run of serenity may have ...
Editor’s note: This is the first of two articles covering market sentiment measures. Are you one of those investors who are glued to CNBC first thing in the morning? Always wondering what's trending in the world of finance? There are times in …