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Posts Tagged ‘volatility’

U.S. Market Risk Dashboard Update; No Warning Signs, Yet

April 8th, 2014

technical bounceJared Woodard: Given the fierce market selloff in recent sessions, I thought it would be helpful to check on our favored set of risk indicators for the U.S. market. Read more…

NYSE:TVIX, NYSE:TVIZ, NYSE:VXX, NYSE:VXZ

Use Market Volatility To Your Advantage

March 17th, 2014

technical bounceDavid Fabian: The ides of March have brought additional volatility in the form of increasing price fluctuations in many of the major indices we track.   Despite briefly hitting a new high in the SPDR S&P 500 ETF (NYSEARCA:SPY) this month, we have seen an increase Read more…

NYSE:TVIX, NYSE:VXX

Welcome Back Volatility

February 11th, 2014

technical bounceLast Monday, the VIX Index – a measure of volatility often referred to as the “Fear Gauge” – hit a 13-month high of 21.44 and U.S. stocks registered their worst day since last June. By Thursday and Friday, however, U.S. stocks rallied significantly, Read more…

NYSE:TVIX

How To Profit From Rising Market Fear

February 4th, 2014

VIX Fear IndexGeorge Leong: We are seeing some extreme nervousness building up around the stock market as investors scramble to the exits, fearing the next big market collapse is upon us. Read more…

NYSE:TVIX, NYSE:VXX, NYSE:VXZ

VXX and VXZ Volatility ETNs Now Five Years Old

January 31st, 2014

etfs etfsBill Luby: In the midst of all the emerging markets turmoil, I wanted to take a moment to acknowledge the fifth birthday of the two pioneering VIX ETPs : VXX and VXZ. Launched five weeks before stocks hit their 2008-09 financial crisis bottom, both VXX and VXZ Read more…

NYSE:VXX, NYSE:VXZ

What I Told The Speculator About The Stock Market Now

January 30th, 2014

wall-street-etfMoe Zulfiqar: Just a few days ago, I received another call from my good old friend Mr. Speculator. He was worried. He has been long on the stock market since the beginning of the year, but sadly, stocks have come down a bit. He asked, “Do you think there’s more downside Read more…

NYSE:TVIX, NYSE:VXX, NYSE:VXZ

Expecting More Volatility Ahead

January 28th, 2014

technical bounceAfter a rocky first few weeks of the year, U.S. equity markets fell sharply last week. The media blamed much of the decline on market turmoil in emerging markets.  China reported some surprisingly weak economic data, and financial turmoil Read more…

NYSE:TVIX, NYSE:TVIZ, NYSE:VXX, NYSE:VXZ

The Year In VIX and Volatility (2013)

January 27th, 2014

technical bounceBill Luby: This is the sixth year in a row I have offered a retrospective look at the year in VIX and Volatility, which is my attempt to cram the highlights of the year in volatility onto one graphic with a manageable amount of annotations. Read more…

NYSE:TVIX

Neutral Is The New Bearish

January 21st, 2014

volatility vixJared Woodard:  I’ve updated the chart we showed last month (“The Rally No One Saw Coming“) with the trading range for the S&P 500 for 2014. Some of the most widely-watched someones – strategists at major banks and asset managers who release Read more…

NYSE:TVIX, NYSE:TVIZ, NYSE:VXX, NYSE:VXZ

The Gamma Problem For Straddles, Or Why VIX Futures Are Necessary

November 11th, 2013

Wall streetJared Woodard: One of the frustrating things about buying straddles is that the more correct you are, and the more quickly you are proven correct, the more quickly your position loses the ability to profit from volatility. A straddle opened as a bet Read more…

NYSE:TVIX, NYSE:VXX, NYSE:VXZ, NYSE:XIV

Covered Call Indexes Around The World

October 28th, 2013

money and investingJared Woodard: Would you have been better off selling covered calls over the last few months, or just buying and holding the underlying asset? The following chart shows the returns for several buy-write indexes on various global equity indexes Read more…

NYSE:TVIX, NYSE:VXX

A New Better Way to Measure Volatility Using The SPDR S&P 500 ETF Trust(NYSEARCA:SPY)

October 28th, 2013

volatile VIXThe VOLATILITY S&P 500 (INDEXCBOE:VIX) is widely accepted as the “fear indicator” on Wall Street. Referred to simply as “the Vix,” it measures the price of essentially all options traded on the S&P 500 (INDEXSP:.INX), regardless Read more…

NYSE:SPY, NYSE:VXX

VXST, VIX, VIX, VXV And The Rest Of The Curve

October 11th, 2013

technical bounceJared Woodard: Rises in VIX and implied volatility in general tend to attract the attention of business reporters and other market watchers who do not usually follow options markets all that closely. I’ve seen several mentions recently, for instance, Read more…

NYSE:TVIX, NYSE:VXX

Updating TICK Volatility Charting For October

October 8th, 2013

technical bounceCorey Rosenbloom: Speaking of instability of Market Internals from today’s earlier post, let’s take a moment to update our TICK Volatility Charts and make note of the recent changes to the popular market internal. Read more…

NYSE:TVIX, NYSE:VXX, NYSE:VXZ

A History Of The VIX During Recent Debt Ceiling and Sequestration Battles

October 8th, 2013

volatile VIXBill Luby: Democrats and Republicans have been fighting over budgets and related matters since before any of us were born and while the debate has been heated at times, only recently has the credit of U.S. debt been called into question as a result. Read more…

NYSE:TVIX, NYSE:TVIZ, NYSE:VXX, NYSE:VXZ




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