The Weekly Options News Roundup – 1/2/2015

The Weekly News Roundup is your weekly recap of CBOE features, options industry news and VIX and volatility-related articles from print, broadcast and online and social media outlets.

New Year, New Options?
It’s January, the time when investors eagerly search for clues to help forecast the markets (and volatility!) for the new year.  So, what’s the outlook for 2015?  Some industry observers weigh in.

“Outlook 2015: Options for the Long Haul” – Steve Sosnick, Barron’s

“Predicting the ‘Real’ Turn in Volatility” – Adam Warner, Schaeffer’s Investment Research

“Santa Rally Often Hangs Over To New Year’s – This Year, Too? – JJ Kinahan, Forbes

“A Cheap Bet on a Rising Stock Market in 2015” – Scott H. Fullman, Barron’s

Is a Correction Looming? 
CBOE SKEW Index values, which are calculated from weighted strips of out-of-the-money S&P 500 (SPX) options, rise to higher levels as investors become more fearful of a “black swan” event — an unexpected event of large magnitude and consequence.  SKEW values have recently neared all-time highs.

“The CBOE Skew Index Reaches Levels That Say A Correction May Be Coming” – Bob Lang,

“CBOE SKEW Index – Highest Levels in 2014 Show Demand for Downside Protection with SPX Puts” – Matt Moran, CBOE Options Hub

Volatility Indexes in 2014
Russell Rhoads, CBOE’s “Mr. VIX,” spent his New Year’s Day analyzing the performance of CBOE’s volatility indexes in 2014.  You can read his blogs on emerging markets, Brazilian, Nasdaq-100, Russell 2000, gold and oil volatility in the CBOE Options Hub.