VIX
CBOE Volatility Index (.VIX) $18.30 -3.48%
CBOE Volatility Index (.VIX) is off 1.07 to 17.89 even as the S&P 500 loses 2.50 points to 1372.82. VIX, which typically edges higher when the S&P 500 heads lower, is straying from its typical pattern now that Central Bank meetings have concluded and this important event risk has passed. Mixed trading might be a [...]
CBOE Volatility Index (.VIX) $17.39 +4.13%
CBOE Volatility Index (.VIX) is up .77 to 17.47, even as the S&P 500 drifts aimlessly and is flat Monday morning. Early options trades in the VIX pit include an Oct 20 – 30 call spread for $2.70, 10000X. Looks buyer-initiated — possibly to hedge tail risk through the historically volatile period of Sept – [...]
CBOE Volatility Index (.VIX) $16.36 -4.38%
Eight of the ten most active index options so far today are VIX contracts. The three most actives are Aug 24, 22, and 28 calls on the index. VIX is down .82 to 16.29 and testing recent range lows. Some investors are probably opening new positions in upside August calls as a boatload of July [...]
CBOE Volatility Index (.VIX) $18.53 -1.01%
CBOE Volatility Index (.VIX) is off .34 to 18.38, as the S&P 500 is unchanged at 1341.50 Wednesday morning. The volatility index is up 8 percent month-to-date and ticking higher in recent days as investors brace for the floodgates to open on second quarter earnings beginning next week. Volumes have been light in recent days, [...]
Trader Talk — 6/27/2012
Stock market averages are holding gains with help from economic data Wednesday. A report on Durable Goods was up 1.1 percent in May and .6 percent better-than-expected. Later, Pending Home Sales showed a surprise jump to 5.9 percent and much better than the .5 percent that was expected. Meanwhile, Italy’s MIB Index is up 2.5 [...]
CBOE Volatility Index (.VIX) $21.31 -1.89%
Poor economic data in Europe, including slumping German exports and declining French business confidence, helped set the table for an increase in risk perceptions Friday morning. As EUR/USD lost about 1 percent and made a run back towards 1.24, VIX ticked to a morning high of 23.1. Yet, stock market averages held steady early and [...]
Volumes Up, but VIX Still Falling
Overall volumes are up, but volatility is easing again Thursday. 2.7 million calls and 2.5 million puts traded across the exchange so far. The projected volume of 20.6 million is on pace with Friday’s tumultuous trading day when 21 million contracts changed hands and overall volume totals hit their highest levels since May expiration Friday. [...]
CBOE Volatility Index (.VIX) $24.66 -5.59%
Volumes are very light and levels of implied volatility are coming down noticeably across much of the market Tuesday. With thirty minutes remaining to trade, 5.8 million calls and 5.5 million puts traded, which is about 75 percent the average volume seen during the past month. CBOE Volatility Index (.VIX), which hit a multi-month high [...]
CBOE Volatility Index (.VIX) $21.64 -3.09%
VIX Jul 40 – 50 – 60 call fly prints late at 45 cents, 20000X. Like like a new position. VIX is off .68 to 21.65 following a choppy day of trading Thursday.
Welcome
Welcome to the new Premium subscribers from over the weekend. Thanks for your support! We’re likely to see an uptick in VIX this morning, as S&P futures are ticking lower amid volatility in global financial markets Monday — especially the currency markets. EUR/USD is the key pair to watch, but the USD/YEN is seeing an [...]
