Option volume on the CBOE Volatility Index (VIX) once again reversed sharply on Thursday.
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The only hot trade to do better than Sina this week was the CBOE Volatility Index.
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We saw a sharper reversal of sentiment among options traders on the CBOE Volatility Index (VIX).
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Our investment team noted that volatility fell this week, with the CBOE Volatility Index (VIX) declining 20 percent.
This may very well be a market for derivatives traders buying options and the CBOE Volatility Index, the VIX.
Additional hedging activity can be seen in the rise in preference for calls on the CBOE Volatility Index (VIX).
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On Sept. 10, the CBOE Volatility Index (VIX) was at 31.8, quite high, as anything above 20 is considered excessive volatility.
Option volume on the CBOE Volatility Index (VIX) grew increasingly call heavy on Monday, as speculation for continued market weakness grew.
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Earlier this month, the CBOE Volatility index, known as the "fear gauge, " reached lows not seen since early 2007, before the financial crisis.
Call volume was blistering on the CBOE Volatility Index (VIX) on Wednesday, as traders appeared to grudgingly accept that stocks were likely to continue higher.
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While overall options activity remains in a somewhat predicable trend, volume on the CBOE Volatility Index (VIX) has been quite erratic during the past several sessions.
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Crawford says confirmation of the market's next down leg would come if the MACD were to show another bearish crossover, and the CBOE Volatility Index (VIX) were to hit 14 and then move on up to 19.
The volatility or fear index, as measured by the CBOE Volatility Index (VIX), is over 33, and has remained over 30 since the beginning of August, when the American debt issues and worries about Greece really started to reemerge in the market place.
The recent increase in volume is accompanied by an explosion in volatility: The CBOE Nasdaq Volatility Index, reflecting short-term expectations of volatility in the Nasdaq 100 Index, surged to 80 from 20 or so between mid-2006 and October of last year.
Volatility, as measured by the CBOE Market Volatility Index (VIX), is rising.
The broad market is vulnerable to trading in a range during the next few weeks, so you might find index premium-selling attractive, with the CBOE Market Volatility Index near 17 and SPX 20-day historical volatility at 10.05.
Finally, put volume also spiked on the CBOE Market Volatility Index ( VIX) on Thursday.
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The CBOE Market Volatility Index (VIX) closed below the significant 16 level on Friday.
That discount can be seen in the CBOE Market Volatility Index, known as the VIX, which is at multi-year lows in the 12-13 range.
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The CBOE Market Volatility Index, the "fear gauge" known as the VIX, rose to a one-month high, in a reflection of the raised worries about the economy.
With April expiration now behind us, the CBOE Market Volatility Index (VIX) enters the week trading in the 15 area again, which has been a floor since December.
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The CBOE Market Volatility Index, the "fear gauge" known as the VIX, jumped as much as 13%, to a one-month high, in a reflection of the heightened worries about the economy.
Finally, the CBOE Market Volatility Index confirmed the peak at its double low in the 30-area, as it did a round-trip back below a few key long-term moving averages and the 20-Level.
The stock move was echoed by similar gyrations in other markets, where oil momentarily lost 0.7% before recovering, and the CBOE Market Volatility Index, the "fear gauge" known as the VIX, spiked 9% before falling back to its level just a few minutes earlier, down 5% on the day.
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