Blogging Options CBOE SPECIAL: Morning Update

These numbers are from Matt Moran at The CBOE:

CBOE Volatility Index (VIX) has risen more than 35% on 6 trading days —


27-Feb-2007 64.2%

15-Nov-1991 51.7%

23-Jul-1990 51.5%

4-Feb-1994 41.9%

3-Aug-1990 40.7%

4-Aug-2011 35.4%



All of CBOE’s 19 volatility indexes roseThursday.

The list below provides today’s daily percentage changes.

The fact that VIX (based on implied volatility of S&P 500 options) had the biggest % rise of all these indexes could reflect the fact that some investors recently have increased interest in overall portfolio risk managment. 

The webpage provides daily updates on all these indexes.


35.4% VIX CBOE Volatility Index®

34.4% VXD CBOE DJIA Volatility Index

34.2% VXEEM CBOE Emerging Markets ETF Volatility Index

33.0% VXIBM CBOE Equity VIX® on IBM

33.0% VXEWZ CBOE Brazil ETF Volatility Index

32.6% VXXLE CBOE Energy Sector ETF Volatility Index

29.6% VXAPL CBOE Equity VIX® on Apple

29.1% VXGS CBOE Equity VIX® on Goldman Sachs

28.1% VXN CBOE NASDAQ Volatility Index

27.9% RVX CBOE Russell 2000 Volatility Index

27.3% VXFXI CBOE China ETF Volatility Index

26.2% OVX CBOE Crude Oil ETF Volatility Index

24.5% VXGOG CBOE Equity VIX® on Google

23.5% VXV CBOE S&P 500 3-Month Volatility Index

22.9% VXGDX CBOE Gold Miners ETF Volatility Index

20.1% VXAZN CBOE Equity VIX® on Amazon

16.8% VXSLV CBOE Silver ETF Volatility Index

11.7% GVZ CBOE Gold ETF Volatility Index

7.9% EVZ CBOE EuroCurrency ETF Volatility Index

markets flat before jobs report.

Marty Kearney