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%

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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 www.cboe.com/volatility provides daily updates on all these indexes.

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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