VXAZN Index Fell a Record 37.5% Today (After Yesterday’s Earnings Announcement)

In a CBOE blog two days ago (on Jan, 28th) I wrote – “Will the CBOE Equity VIX® on Amazon (VXAZN) experience a one-day drop of more than 30% this week?”

Today (Jan. 30th) the VXAZN Index experienced a record one-day fall of 37.5%.

Below are the six days in which the VXAZN Index had changes (up or down) of more than 27%; it is interesting to note that all five of the down days were the day after AMZN earnings announcements.

  • 30-Jan-2013 -37.5%
  • 26-Oct-2012 -36.1%
  • 1-Feb-2012 -36.0%
  • 27-Jul-2012 -31.3%
  • 27-Apr-2012 -27.0%
  • 26-Dec-2012 32.0%

www.cboe.com/VXAZN

Below are one-week and one-year charts for VXAZN —

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