The Weekly Options News Roundup – 6/3/2016

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

VIX FIX – Volatility’s Summer Lull

It’s been another uneventful week for stocks, which remained relatively unchanged.   As summer approaches and temperatures heat up, volatility has remained calm, cool and collected.  Even an impending vote on U.K.’s Brexit and today’s disappointing jobs report failed to raise the temperature  of the CBOE Volatility Index which is up only slightly to around 14, close to where it began the week and still well below its long-term average.   But, it may be the “lack” of volatility that has some investors worried.

“How Low Can VIX Go?” – Peter Tchir, Forbes

“Boomers Fueling a Boom in Low-Volatility ETFs” – Yakob Peterseil, Bloomberg

“VIX Term Structure Favoring Shorts, Despite Recent Front-Month Flattening” – Daniel O’Leary, EQ Derivatives

“I’m Worried About the Volatility” – Ryan Mallory,

“Why Volatility Is Likely to Remain High” – Russ Koesterich, Market Realist


Volatility 411: Jamie Tyrrell, Group One Trading


Air Date: June 2, 2016