The Weekly News Roundup is your weekly recap of CBOE features, options industry news and VIX Index and volatility-related articles from print, broadcast, online and social media outlets.
VIX FIX: Volatility’s October Surprise
Earnings season is once again upon us, and has caused a bit of turbulence throughout markets. The Dow Jones Index underwent a series of triple-digit moves this week, briefly dipping below 18,000 on Thursday before rebounding on Friday. Another catalyst for recent market unrest is mounting speculation that a December Fed rate hike is in the works, providing fuel for a rising CBOE VIX Index and sending the VIX north of the 17 mark before leveling out in the mid-16 range. These macro conditions, along with an approaching U.S. Presidential election, could mean that greater market volatility may be imminent.
“Investors Struggle Over ‘Hard Brexit’ Positioning” – Daniel O’Leary, EQ Derivatives
“MAI Shortens Duration As VIX Curve Flattens” – Daniel O’Leary, EQ Derivatives
“One Measure of Investor Worry Just Hit Its Highest Level Ever” – Joseph Ciolli, Bloomberg
“LSE’s Curve Trading Steadily On the Rise” – Julie Aelbrecht, FOW
“Wall Street Volatility Gauge Soars 18%” – Financial Times
“Why the Markets Took a Tumble Today” – Bloomberg
“Financial Markets Continue To Price In Clinton Win After Debate” – Caroline Valetkevitch and Rodrigo Campos