Is a VIX of VIX Too Many Derivatives?
Last week at the FIA conference in Boca Raton, the Chicago Board Options Exchange announced a new CBOE VIX of VIX Index (VVIX) that measures the volatility of the CBOE Volatility Index (the VIX index)....
View ArticleThe Great ‘Buy the Dip’ / ‘Sell the Volatility’ Trade; Stocks Keep Calm Amid...
Lead Stories The Great ‘Buy the Dip’ / ‘Sell the Volatility’ Trade RCM Alternatives Attain Blog We can’t stop thinking/talking/analyzing volatility, in what has become the defining trade of the past...
View ArticleBig FX bets bunched around Jackson Hole meeting; Options trader gets 1.5...
Observations & Insight No, Not the VIX – the VSTOXX Sarah Rudolph – JLN Even your dog has heard of the VIX, the Chicago Board Options Exchange‘s benchmark volatility index, but the VSTOXX, the...
View ArticleVIX options record; Bets on falling VIX; New Optiver CEO
Observations & Insight OCC Announces Promotions to Leadership Team OCC OCC, the world’s largest equity derivatives clearing organization, today announced several promotions to its leadership team....
View ArticleThe VIX Can’t Cause Vol – Cboe’s View on Volatility ETPs
As volatility began to surge in February, and then exploded on the fifth of the month, exchange traded products (ETPs) that shorted or provided inverse exposure to VIX futures came under fire. The two...
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LJM Fund Closes Due to Vol Bet; Markets’ Derivatives Knowledge; ‘The Tail...
Observations & Insight The Spread – Week of 2/5 – 2/9 JohnLothianNews.com This is a bit of an early edition of our weekly options news recap as snow has blanketed Chicago and will continue to fall...
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VIX Volumes Soar; India’s Extended Derivatives Hours
Observations & Insight The Spread – It Was Nasdaq Week – 9/14 JohnLothianNews.com What do an unexpected forecast for rain, long-standing animus in the clearing tech space and a speed bump have in...
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