Chart of the Week: VIX Reversal Signal Coming Soon? (VXX, VXZ, TVIX)
Bill Luby: Sometimes the simplest ways to analyze the VIX are the best. Read more…
Archive
Archive for the ‘NYSE:VXZ’ Category
Tracking the Fall in VIX Futures (VXZ, TVIX, VXX)
Bill Luby: The last four days have seen a dramatic decline in all things related to the VIX. The cash/spot VIX is down 26% from last Wednesday’s close as I write this and the VIX futures have followed the VIX down to varying degrees. The graphic below shows the changes Read more…
A Look At One Lie and One Fact About the VIX (VXZ, VXX, TVIX, XVZ, VQT, TVIZ)
Jared Levy: My first lesson in the stock market had nothing to do with stocks at all. My mentor sat me down, looked me in the eye and said, “As long as you can understand human emotion and math, you’ll make a great option trader.” Read more…
Are U.S. Stocks “Scared Enough” Yet? (IWM, TNA, TZA, VXZ, INDEXSP:.INX)
Daily Capitalist: I want to make sa few points briefly. First, if you haven’t, please read Dr. Davis’ discussion of our economic data two posts below this (or click HERE). He documents that economic times remain difficult, in line with the Gallup.com polling data I have frequently Read more…
Strategy: Buying VIX Calls As A Portfolio Hedge (SPY, TVIX, VXZ, VXX, VQT, TVIZ, XVZ)
Jim Fink: Because VIX calls are based on VIX futures instead of the more volatile “spot” VIX, in the past I suggested that it would be easier to hedge a portfolio against a “black swan” stock market decline using S&P 500 puts–either the cash-settled SPX index puts or the equity-settled SPY ETF puts. Read more…
NYSE:SPY, NYSE:TVIX, NYSE:TVIZ, NYSE:VQT, NYSE:VXX, NYSE:VXZ, NYSE:XVZ
How To Trade The VIX: Using The “Fear Gauge” To Hedge Down Markets (VXX, VXZ, SDS, SPY, UPRO)
Don Miller: If you don’t know already, it’s time to learn something all serious investors should know: how to trade the VIX Indicator (VIX). Read more…
Fear Index: What Is The VIX and How Can You Trade Stock Market Volatility? (VXX, XIV, TVIX, XVZ, VXZ)
John Nyaradi: The VIX, as defined by Investopedia.com, is “the Chicago Board Options Exchange (CBOE) Volatility Index, which shows the market’s expectation of 30-day volatility.” The VIX is a continuous minute-by-minute snapshot of the expected market volatility in the S&P 500 during the next 30 Read more…
Stock Market Volatility: How To Beat The Market At Its Own Game (VXX, TVIX, UVXY, SVXY, XIV, VXZ)
Keith Fitz-Gerald: Many investors are convinced the market is stacked against them. It is…. but not for the reasons you might think. Dismal returns actually have very little to do with super computers, research, insider information or access to the trading floor. Read more…
Charting The Performance Of VIX ETP Hedges In Current Selloff (TVIX, VXX, VXZ, XVZ, VQT, TVIZ)
Bill Luby: It was only a week ago that I discussed the performance of 31 VIX and volatility-based exchange-traded products in VIX ETP Returns for Q1 2012 and barely a month ago that I examined in some detail the workings of two VIX ETPs, VQT and XVZ, in Dynamic VIX ETPs as Long-Term Hedges. Read more…
NYSE:TVIX, NYSE:TVIZ, NYSE:VQT, NYSE:VXX, NYSE:VXZ, NYSE:XVZ
VIX Premium To SPX Historical Volatility At Record High In Q1
Bill Luby: Back in September 2010, in VIX and Historical Volatility Settling Back into Normal Range, I presented an earlier version of the chart below to explain that in spite of the protestations of the time, the relationship between the VIX and historical volatility (a.k.a. realized volatility) was actually right in Read more…
This VIX Short-Term ETN Premium To Indicative Value Is Creeping Back Up… (TVIX, UVXY, VXX, CS, VXZ)
Bill Luby: If you thought the VelocityShares Daily 2x VIX Short-Term ETN (NYSEARCA:TVIX) story was behind us, you might want to think again. Read more…
Another Volume Spike In The iPath S&P 500 VIX Short-Term Futures ETN (VXX, TVIX, XIV, VXZ)
Bill Luby: Looking the history of the volume spikes in the iPath S&P 500 VIX Short-Term Futures ETN (NYSEARCA:VXX) is a lot like looking at the history of market sentiment, contrarian thinking and psychology. Read more…
Behind The Scenes: How This VIX ETN Lost 50% In 48 Hours (TVIX, UVXY, VXX, VXZ, XIV)
Jared Cummans: As the ETF industry has rapidly expanded, so too have the options investors have for slicing and dicing markets. One of the most popular innovations in recent years has been the ability to access volatility through the exchange-traded structure; there are now multiple ETPs for gaining exposure Read more…
A Look At 4 VIX ETNs During Eleven Months Of A Sideways VIX Market (VXX, VXZ, ZIV, XIV, TVIX)
Bill Luby: The VIX closed at 15.59 today, just 0.03 points lower than the close of 15.62 on April 26, 2011, some eleven months ago. From a long-term perspective, not much has happened with the VIX, but for those who have ridden the volatility roller coaster up and down, the present time seems like an Read more…
TVIX Creation Units Return; What It Means For Investors? (TVIX, UVXY, SVXY, VXX, VXZ, CS)
Bill Luby: One month and one day after Credit Suisse (NYSE:CS) announced the suspension of new creation units in the VelocityShares Daily 2x VIX Short-Term ETN (NYSEARCA:TVIX), the issuer announced today that it plans to reopen issuance of TVIX “on a limited basis” effective tomorrow. Read more…
Most Comments