VIX Presentations in NYC (Oct. 18) and Boston (Oct. 25)

As shown in the charts below, both VIX® futures and VIX options are experiencing all-time record high average daily volumes this year. While interest in VIX is high, many investors remark that they would like to learn more about VIX and volatility. 

Presentations on Accessing VIX and Volatility will be delivered in New York and Boston later this month; if you would like to see more details and register to attend, please click on the links below. These programs are designed for financial professionals with understanding of basic options and volatility concepts.

+++++++++++++++++++++++++++++

NEW YORK CITY, THURSDAY, OCT. 18th, 6:00 p.m.

Accessing VIX and Volatility: Dynamics Features and Portfolio Applications

  • Joanne M. Hill, PhD, Head of Investment Strategy at ProShares Advisors
  • Matthew T. Moran, VP, Business Development, CBOE

At NYSSA, 1540 Broadway, (entrance on 45th Street), Suite 1010, New York, 10036

http://bit.ly/VIX-NYSSA  

Some investors consider volatility to be something to avoid, and follow the VIX® as a “fear indicator.” Others are beginning to consider volatility exposure as an asset class based on its consistently negative correlation to equities and its tendency to have its largest positive swings in periods of market turbulence. If you are involved in tactical trading and portfolio management, you should have an understanding of the dynamics of volatility and tradable investment products.

+++++++++++++++++++++++++++++

BOSTON, THURSDAY, OCT. 25th, 12:15 p.m.

Accessing VIX and Volatility: Dynamics, Features and Portfolio Applications

  • Joanne M. Hill, PhD, Head of Investment Strategy at ProShares Advisors
  • Matthew T. Moran, VP, Business Development, CBOE

At: Hyatt Regency Boston, One Avenue de Lafayette, Boston, MA 02111

http://bit.ly/VIXBSAS

+++++++++++++++++++++++++++

ALL-TIME DAILY TRADING VOLUME RECORDS FOR VIX FUTURES AND OPTIONS

In the past month all-time single-day trading volume records were set for both —

  • VIX futures on September 13, as 190,081 contracts traded; and
  • VIX options on September 11, as a reported 1,221,403 contracts changed hands.

VIX FUTURES VOLUME IS UP 80%

Average daily volume for VIX futures in the first three quarters of 2012 was 86,022 (up 80% over the average daily volume in 2011).

VIX OPTIONS VOLUME IS UP 10%

Average daily volume for VIX options in the first three quarters of 2012 was 428,050 (up 10% over the average daily volume in 2011).

 

More VIX information is at www.cboe.com/VIX