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Andy Crowder: Many professional options traders don’t really care about options prices or volume. They only care about volatility. That’s because volatility is the single biggest factor for any given options contract. Read more…
David Gillie: The Volatility Index (VIX) is a measure of options activity on the S&P 500—frequently referred to as the “fear index” Read more…
[The following first appeared in the December 2010 edition of Expiring Monthly: The Option Traders Journal. I thought I would share it partly because I have an article, “Synthetic Seasonal VIX-VXX Arb,” which appears in the just published January 2012 issue of Expiring Monthly that Read more…
Bill Luby: The year is not quite over, but I can safely predict that it when it is in the books, there will be no doubt that 2011 has been a bull market for VIX exchange-traded products (ETPs). After seeing two VIX ETPs launched in 2009 and ten in 2010, this year has witnessed the launch of 20 VIX ETPs. Read more…
For the second time this year, an exchange-traded note will be redeemed by the issuing institution after the intraday indicative value declined to less than $10. According to a press release from Barclays, the iPath Long Enhanced S&P 500 VIX ETN’s (NYSE:VZZ) IIV dipped below the $10 level Read more…
Nick Cherney, CFA is the CIO and co-founder of VelocityShares LLC, the index company behind many of the exchange-traded products that offer exposure to volatility. Nick recently took time Read more…
VelocityShares LLC, a new exchange-traded product sponsor, introduced six new exchange-traded notes (ETNs) today (November 30, 2010). Issued by Credit Suisse, these unsecured notes offer Read more…
FUND LAUNCH, NYSE:CVOL, TVIX, TVIZ, VIIX, VIIZ, VXX, VXZ, XIV, XXV, ZIV
VelocityShares has filed paperwork with the SEC for six new ETNS linked to the S&P 500 VIX Short-Term Futures™ Index due December 4, 2030 (the “Inverse VIX Short Term ETNs”), the 
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