The recent stock volatility is ‘abnormal,’ says manager of $200 billion pension fund

From Fred Imbert:  Ailman's comments come after the Dow Jones Industrial Average erased a 611-point loss to close solidly higher.
NYSE:VXX December 28, 2018 11:56am

VIX should be much higher, says Goldman Sachs

vix
From Tyler Durden: In a surprisingly candid note out of derivatives strategist Rocky Fishman, the Goldman analyst - whose employer has a base case 2019 price target of 3,000 for the S&P - notes that in light of recent market performance, the current VIX, which is trading just around 25, is "unusually low" for the 14% selloff the S&P has suffered from its Sept 20 high.
NYSE:VXX December 20, 2018 4:23pm

2 Causes of Today’s Stock Market Volatility

stock market tape
From John S. Tobey:

Yesterday (Monday, 12/10) is the perfect example of the futility in trying to answer "Why the morning selloff?" The answer is not in the fundamentals, although the media certainly tried. All the early morning reports offered reasons, but the very range shows them to be inaccurate guesses:

NYSE:VXX December 11, 2018 2:14pm

Volatility Index jumps higher as stock are hammered

s&p 500
From Josh Selway: U.S. stocks are getting hammered once again, as fear continues to grip Wall Street. The Dow Jones Industrial Average (DJI) and its index peers are all falling fast, last seen near session lows, putting the Dow and S&P 500 Index (SPX) in territory not seen since early May. The financial sector is leading the downturn, while energy shares are also getting whacked, As such, the Cboe Volatility Index (VIX) is surging, flirting with its highest close since late October.
NYSE:VXX December 10, 2018 1:26pm

VIX, Wall Street’s ‘fear index,’ jumps to 9-month highs

cboe logo
From Mark Decambre: A popular gauge of volatility on Wall Street, known as the fear index, on Thursday jumped to its highest level since February as stocks tanked on the back of mounting global-growth fears. The CBOE Volatility Index VIX, +18.76% which uses S&P 500 bullish and bearish options to calculate expectations for volatility over the coming 30 days, was at 25.73, up 24%, in recent trade, which would mark its highest level (on a closing basis) since Feb. 9, according to FactSet data. The volatility index, referring to its popular ticker symbol, tends to maintain an inverse correlation to equity prices, and the jump comes as stocks are in free-fall. The Dow Jones Industrial Average DJIA, -1.89% was down 655 points, or 2.5%, at 24,407, coming after the blue-chip benchmark shed 800 points on Tuesday. Markets were closed on Wednesday to mark a national day of mourning for 41st U.S. President George Herbert Walker Bush, who died at 94. Meanwhile, on Thursday, the S&P 500 index SPX, -1.72% was down 2.3% at 2,639, while the Nasdaq Composite Index COMP, -0.96% traded 1.7% lower at 7,037.
NYSE:VXX December 6, 2018 1:36pm

Market moves higher but surprisingly the Volatility Index (VIX) didn’t move lower

From Dana Lyons: Despite a more than 2% jump in the S&P 500, short-term volatility expectations unprecedentedly closed higher on the day.
NYSE:VXX November 30, 2018 11:59am

Another Volatility Spike Is Likely Coming

From Tyler Durden: In early October, when the U.S. stock market had reached an all-time high and investor sentiment was extremely complacent, I published a warning in Forbes called "Why Another Market Volatility Surge Is Likely Ahead."
NYSE:VXX November 20, 2018 12:04pm

Should you be afraid of the recent market Volatility?

From Holly Ellyatt: Market volatility is just a sign that investors are resetting their expectations -- and it's nothing to be afraid of, The Carlyle Group's Glenn Youngkin told CNBC.
NYSE:VXX November 13, 2018 8:52am

How Much Lower Can Volatility Drop? (VXX)

From Dana Lyons: The VIX may struggle to move much lower than current levels -- and may signal limitations to further stock market gains.
NYSE:VXX May 17, 2018 6:19am

Volatility Speculators Have Pulled A Historic And Complete 180 (VXX)

From Dana Lyons: Non-Commercial Speculators in VIX futures have now flipped from their largest net-short position ever, to their largest net-long position.
NYSE:VXX February 15, 2018 6:17am

The “Volatility Of Volatility” Is On Full Display Right Now (VXX)

From Dana Lyons: By any number of metrics, the stock volatility market just experienced its most spasmatic episode of all-time -- what does it mean for traders and investors?
NYSE:VXX February 8, 2018 6:24am

How To Keep Calm When Market Volatility Spikes (VXX)

From Franklin Templeton Investments: The recent drops in the stock market can lead to a lot of questions and concerns about what investors should do.
NYSE:VXX February 7, 2018 6:35am

Here’s Why The VIX Has Been So Low For So Long (VXX)

From Bryce Coward, CFA: The drop in the VIX to ultra-low levels in 2017 has been a point of consternation for market participants and largely misunderstood.
NYSE:VXX December 1, 2017 6:13am

VIX-Linked ETPs See Big Volume Increase As Equities Pull Back (VXX)

Analyst/ETF Trader Paul Weisbruch of Street One Financial brings us his daily fund flows update, which today looks at continued outflows out of large cap and small cap equities, and rising volatility with corresponding volume upticks in VIX-linked products.
NYSE:VXX November 14, 2017 12:18pm

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