From WisdomTree: I have written on the jump in the VIX that occurred in February, taking investors by surprise. While there was a precursor to this unprecedented surge in the VIX (a compression of spreads between implied minus realized volatility), it was subtle and the move was very sudden.
Tag: vix
Volatility Appears To Be Rising Again (UVXY)
From Dana Lyons: Short-term volatility expectations took a dramatic spike higher Monday.
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.
This Trader Made A Fortune As The XIV Melted Down
From Tyler Durden: If the XIV-buyers were “picking up nickels,” then mysterious VIX trader ’50-cent’ was the “steamroller” as his cumulative P&L swung $400 million last week from a big loss to a $200 million plus gain in a year.
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?
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.
The Worst ETFs To Buy Right Now (XIV)
From Contrarian Outlook: In my years in the markets, I’ve seen some dangerous financial products come on the scene, but the two I’m going to show you in a moment might be the most dangerous.
Are Volatility Traders Going Overboard? (UVXY)
From Dana Lyons: Relative to the moderate drawdown in the stock market this week, short-term volatility expectations are screaming higher.
Examining The Mini Rally In S&P 500 Volatility (SPY)
From John Rubino: 2017 was literally the smoothest stretch of highway that US stocks have ever traveled. Rising almost every day and seldom falling hard, they made it virtually impossible for investors to lose money.
The S&P 500 And Its Volatility Index Are Both Rising — Who’s Right? (SPY)
From Dana Lyons: Both the S&P 500 and its volatility index have been rallying; which one has it right?
S&P 500 Volatility In 2017 Was The Lowest In History (SPY)
From Dana Lyons: As measured by the VIX, stocks have never enjoyed a less volatile year than 2017.
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.
Not All Volatility ETFs Are Suffering Right Now (VMIN)
We speak about Long Volatility products today in our ETF/Fund Flows recap and their dips to new all-time lows on yet another rally to new highs in equities and a plunge in relative Volatilities across the board.
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.
Big Money In Inverse VIX ETFs Is Cause For Concern (XIV)
From Tyler Durden: Last week, ahead of the FOMC, we reported that in the latest striking development involving volatility derivative products, the total outstanding Vega across the entire levered and inverse VIX ETP space had reached $375 million, an all time high.