The normal relationship between stock price and implied volatility is an inverse one. VIX generally moves up when SPX index price moves down, and vice versa. For the large majority of individual stocks, this holds …
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Here was the VIX Futures last Wednesday: And today: The SPX index is up about 0.75% since last Wednesday, but the VIX futures have seen a steeper fall than would be …
Continue readingHow much difference a week makes. Last week, the market was near the heights of QE – unlimited euphoria. VIX futures were near 3 year lows. Here is the VIX Futures snapshot from last week: …
Continue readingThis is the second part of an occasional series where we discuss specifics with other experts in the industry. My former colleague Dominic Salvino from Group One Trading is not only the VIX options specialist …
Continue readingThe downward march in implied volatility continued over the past week. VIX futures all the way out to Dec 2012 are all below 20, though the term structure of VIX futures is still quite steep …
Continue readingFollowing up on Enis’s recent posts on spot VIX and VIX futures, I wanted to start an occasional series where we discuss these types of things with other experts in the industry. My former colleague …
Continue readingI mentioned on QuickHits yesterday morning that VIX options had their most actively traded day of 2012 on Tuesday this week, trading more contracts than any single day since Aug 2011. A lot of that …
Continue readingHere is the VIX Futures Snapshot from August 29th, last week: Compare that to today:
Continue readingThis is what the VIX Futures term structure looked like last Wednesday when I posted: Let’s compare that to today: There are only a few small differences in the past week. …
Continue readingWe got a good question yesterday in the Your Questions Answered section about VIX options in September expiry. Here was the question and response: michael21 says: 2:09 pm EDT – August 21, 2012 at 2:09 pm …
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