Matt Moran

Matt Moran

Matt Moran is vice president of business development for Chicago Board Options Exchange (CBOE), where he communicates with pension funds, mutual funds, and financial advisors. He has delivered more than 200 presentations worldwide on the topics of managing volatility and adding income with option-writing strategies. Previously, he served trust counsel at Harris Bank and vice president at Chicago Mercantile Exchange. He is an associate editor of two Institutional Investor publications — The Journal of Trading and The Journal of Index Investing. Mr. Moran holds JD and MBA degrees from the University of Illinois.

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CBOE Bracketology – Volatility Indexes Closing Values –

Our third and final CBOE Bracketology Blog today.  Hey, stop cheering, unless you have Kentucky or Connecticut as tonight’s winner.  As we said earlier, options fans can always look to the CBOE for intriguing comparisons that can help hone their trading and investment strategies. Here is a newly constructed bracket that uses CBOE data. This [...]

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CBOE Bracketology – Q1 Volume Now, Not Tonight

Anybody have a team left in tonight’s NCAA basketball finals?  Your brackets may have been demolished (unless you are Warren Buffett), but options fans can always look to the CBOE for intriguing comparisons that can help hone their trading and investment strategies. What’s a bracket without an underdog?  And what’s a playoff without a discussion [...]

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CBOE Bracketology – Biggest One-day Moves for VXST (up 81.7%) and GVZ (up 61.7%)

While many sports fans are bemoaning the fact that their NCAA basketball brackets have been demolished, options fans can always look to the CBOE for intriguing comparisons that can help hone their trading and investment strategies. Here is a newly constructed bracket that uses CBOE data.  BIGGEST ONE-DAY MOVES One of the top reasons that [...]

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PUT and BXY Index Both Rose 2.9% in 1st Quarter

One of the most frequent questions I hear is – how is the CBOE’s buy-write index doing year-to-date? The charts below provide the percentage changes for 13 indexes in the first quarter of 2014.  Both the CBOE S&P 500 2% OTM BuyWrite Index (BXY) and the CBOE S&P 500 PutWrite Index (PUT) sell S&P 500 [...]

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Panel on 10th Anniversary of VIX Futures Launch

A recent panel discussion at CBOE on March 26 marked the tenth anniversary of the launch of futures on the CBOE Volatility Index® (VIX®). Four experts surveyed the development and promise of volatility products: • Mike Edleson, Ph.D., CFA, Chief Risk Officer, Office of Investments, University of Chicago, • Joanne Hill, Ph.D., Head of Investment [...]

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CBOE RMC Presentation: “Rebalancing Using Options”

At the 30th Annual CBOE Risk Management Conference (RMC) this week, the topic of “Asset Allocation Rebalancing Using Options” was covered by two expert speakers – Dr. Christoph Gort, Partner, SIGLO Capital Advisors Pav Sethi, Chief Investment Officer, CEO, Gladius Investment Group The speakers covered these topics – A case study on how dynamic rebalancing [...]

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Panel Discusses Management of Low Volatility Products by Insurance Companies

On March 19 at the 30th Annual CBOE Risk Management Conference,  three experts discussed “Design and Management of Low Volatility Products by Insurance Companies”: Alan Grissom, Global Head of Insurance,  S&P Dow Jones Indices Chris Quallan, Vice President, Derivative Trading, 40/86 Advisors Barry S. Seeman, Global Head of Derivatives Structuring, AEGON Topics discussed included – [...]