Category Archives: Education

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February 12, 2016 Weekly Report on CBOE VIX Index Suite

Volatility Sizzles As Markets Waver Despite sparse developments in global fundamentals, and relatively good vibes from U.S. economic indicators, fear overtook financial markets this week and energized VIX indicators. The CBOE/CBOT 10-year U.S. Treasury Note Volatility Index (ticker symbol: TYVIX), the gauge for interest rate volatility, reached a value of 8.53 near the open on […]






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The Weekly Options News Roundup – 2/12/2016

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. Overnight VIX Values Coming in March Beginning next month, CBOE will begin disseminating values for the CBOE Volatility Index (VIX Index) during its overnight, extended trading hours session […]






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College Day Returns to CBOE

Due to popular demand the CBOE Options Institute is bringing back one of our most popular programs.  On March 8, 15, and 22 we will host college students from all over the country for a day of learning about the derivatives industry.  College Day includes a visit to the trading floor and an after-hours mock […]






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Record Open Interest of 2,333 Contracts for Options on MSCI Emerging Markets Index (MXEF)

The open interest for options on the MSCI Emerging Markets Index (MXEF) recently rose to a record 2,333 contacts. Several institutional investors have expressed interest in the potential for a liquid MXEF options contract, particularly because the MXEF options contract is cash-settled and has a notional size that is about 24 times larger than options […]






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The Weekly Options News Roundup – 2/5/2016

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: Overnight Access Granted CBOE announced this week that it will begin overnight dissemination of the CBOE Volatility Index next month, enabling market participants to “view volatility during […]






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Paper by Professor Bondarenko Has Intriguing New Analysis of the Premiums, Returns and Volatility of PUT and WPUT Indexes

A new 10-page study examines both the CBOE S&P 500 PutWrite Index (PUT) and the CBOE S&P 500 One-Week PutWrite Index (WPUT), comparing their performances with that of traditional benchmark stock and bond indexes. This is the first comprehensive published study that examines the performance of a benchmark strategy index that incorporates WeeklysSM options. Written […]






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Patience Will Pay Off

Still trying to stab at that bottom?  Not a game I like to play.  Frankly, taking a grab at falling knives has proven more dangerous than fun.  This market is proving there is very little reason to step in and buy for any length of time longer than few hours, maybe a full day.  So […]






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Fed Policy is Hawkish (No Foolin’)

We have come to the point where Fed policy is really in a corner, and the only real way out is to distribute some pain to the markets. That has certainly been the message so far in 2016, but was certainly telegraphed over the past year or so, too. The Fed seems quite confident about […]






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The Blame Game

Plenty of ink has been spilled about the selloff in global equity markets including SPX and RUT. We have been witness to an escalating VIX and RVX, albeit with significantly lower highs (to this point) when compared to the late August selloff. Psychologically, we like to be able to attribute market pullbacks to something specific. […]






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The Weekly Options News Roundup – 1/8/2016

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: New Year, Same Ole Volatile Markets During the year’s first week of trading, stocks took a sharp downturn due to turmoil in China that ignited global […]






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It’s Déjà VIX All Over Again

The same up-and-down vibes that marked the end of 2015 lifted volatility in the first week of 2016. The Shanghai stock market plunged on Monday. Oil prices were on a downward trend all through the week, and on Friday the U.S. Labor Department reported an additional 292,000 nonfarm payroll jobs were added in December. On […]