As the exciting weekend of football, holiday parties, and shopping is coming to an end I just want to throw a friendly and shameless reminder out about #thevixseries. This is a series of 30 minute webinars that CBOE is offering up this coming week. Tuesday, Wednesday, and Thursday we will be webcasting about recent developments in the world of trading volatility. Also, you can’t beat the price – free!
Tuesday at 3:30 Chicago time we will talk about futures and options trading on the CBOE Russell 2000 Volatility Index (RVX). Futures were listed in November and just last week options on RVX started trading. In addition to discussing the mechanics of trading RVX, we will cover the history of RVX versus VIX and also talk about a couple of RVX option trades from last week.
Wednesday, again at 3:30 Chicago time we will talk about the CBOE Short-Term Volatility Index (VXST) which was introduced in early October. VXST is a measure of nin-day implied volatility as indicated by S&P 500 Index (SPX) option pricing at CBOE. It is also a great compliment to VIX.
Finally, on Thursday at 10:00 in the morning Chicago time we will talk about the extension of trading hours for VIX futures. VIX futures are now available for trading during regular European market hours beginning at 2:00 am Chicago time. We will talk about VIX as a global measure of implied volatility and potential uses by European traders and investors.
Again, all three webcasts are free. You can choose to sign up for one or all three depending on your area of interest. More information can be found at –