Category Archives: Market News

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The Weekly Options News Roundup – 5/29/2015

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. Applause, Applause At the GlobalCapital Americas Derivatives Award ceremony in New York City Thursday evening, CBOE was named ‘Derivatives Exchange of the Year – Americas.’ Global Capital […]

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Blogging Options: CBOE Morning Update 5.28.15

Greek official says agreement should be worked out by Sunday, EU says “not so fast”.  Shanghai Composite off 6.5%, HSI lower by over 2%, giving up gains accrued over last two weeks.  Weekly Jobless Claims slightly higher than expected.  Housing data later this morning, GDP revisions tomorrow.  Two game sevens in NHL semi-finals.  Volatility as […]

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Blogging Options: CBOE Morning Update 5.27.15

Continuing uncertainties about Greece debt payments due this weekend have overseas markets jittery.  US stock futures look to rebound after yesterdays 1%   correction.  US option volume of ~15m contracts pretty average yesterday, with SPX trading 900K contracts and VIX 360K.  10-year near 2.15%.  What? Corruption at FIFA?  I’m shocked I tell you, shocked!  BlackHawks with […]

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The Weekly Options News Roundup – 5/22/2015

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. EUREKA!!!! Earlier this week, CBOE announced it has entered into an agreement with Eurekahedge, a hedge-fund research and data collection company, to collaborate on the development of […]

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Shift In TYVIX Term Structure

CBOE began publishing the term structure of TYVIX on April 24, 2015, providing the market with estimates of expected Treasury volatility through the first three expirations of CME OZN options (options on 10-Year Treasury note futures). The TYVIX term structure provides a unique view of the market’s expectations of future Treasury volatility.  CBOE ticker symbols […]