Category Archives: Market News

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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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New Study on Six Russell 2000 Options-Based Benchmarks Finds Higher Premiums and Risk-adjusted Returns for Certain Indexes

A newly published study examines six benchmark indexes that invest in Russell 2000® Index (RUT) options and compares their performances with those of traditional benchmark stock and bond indexes. This is the first comprehensive study that examines the performance of multiple options-strategy benchmark indexes that incorporate Russell 2000 Index options. Written by Mark Shore, an […]






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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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Market in Distribution Continues

We started a new month this past week, but it was like déjà vu all over again.  The Groundhog declared an early Spring on Tuesday, a change in weather.  But regarding markets, you could have fooled me.  It was the same action we have seen for weeks on end, and it doesn’t seem to be […]






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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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VIX Measures of Volatility Boosted by Muddled Economic Outlook

Figure 1. TYVIX, VIX and Foreign Exchange Volatility Indicators VIX volatility indicators for Treasury, equity and foreign exchange markets edged up this week as central bankers and investors appeared equally bemused by the crosscurrents in global economic news. Adding to ongoing concerns about China, low commodity prices, lack of inflation and lackluster growth, yields on […]






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The Weekly Options News Roundup – 1/29/2016

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. CBOE Vector Revs Its Engines Preparations continue for the roll out of CBOE’s next generation trade engine technology – CBOE Vector – which is expected to go live […]