Category Archives: Market News

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The Weekly Options News Roundup – 7/31/2015

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. VIX Weeklys Options Are Coming Following the successful launch of VIX Weeklys futures, CBOE has announced plans to list VIX Weeklys options beginning October 8th, offering market […]






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Volatility of VXTY Futures in an Illiquid Treasury Market

A recurring topic of discussion among market participants is how illiquid the Treasury market has become and what impact this will have on volatility.   In particular, there is concern over a possible repeat of the “flash crash” of October 15, 2014, when a surge of volume in the CME’s 10-year Treasury futures pushed down Treasury […]






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Weekly Stock Market Commentary 7.31.15

The chart of $SPX is the least bullish of the indicators. SPX remains in the 2040-2135 trading range that has bound it for most of this year. Basically this is a neutral chart. Put-call ratios are much more encouraging. A strong buy signal has been generated by the standard put-call ratio (Figure 2). The weighted […]






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Ten New CBOE Benchmark Indexes – Risk Management and Yield-enhancing Investment Tools

Today CBOE announced in a press release that it has created 10 new options-based strategy performance benchmark indexes that are designed to highlight the long-term utility of options as risk management and yield- enhancing investment tools. CBOE will disseminate intra-day values for the new benchmarks beginning August 3, 2015 at the page www.cboe.com/benchmarks. The new […]






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Earnings Analysis: Attention on $DECK

Editor’s note:  We would like to welcome Park Research LLC @ParkResearch to the CBOE Options Hub family with their look at DECK in front of tomorrow’s earnings report.  Now just about every trader knows that both $GOOGL and $NFLX blew out of the water. So, which earnings trade has potential like that this week? Most […]






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Markets Feel Normal Again (Maybe)

Though we had four down sessions this past week and drop of 2% for the SPX 500, the action had a more normal feel to it.  What am I talking about?  First and foremost, it was nice for a change the market sentiment was not being driven by Greece.  Since mid-June that has been the […]






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VIX Weeklys Futures Rose Today

Today the new nearby VIX® Weeklys futures (ticker “31VX/Q5,” with an August 5 expiration) rose about 7% and had a daily settlement value of 15.325. Here is a screenshot of the delayed quotes table at 3:28 pm CT today –  The detailed futures quote table below showed expiration dates, prices, and volumes for VIX futures […]






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Where Is The Floor? – Weekly Market Outlook

Once the bearish ball got rolling last week, it got rolling in spades. In retrospect, however, the pullback makes sense in terms of when, where, and why. The S&P 500 (SPX) (SPY) as well as the NASDAQ Composite (COMP) both bumped into major technical ceilings, and right on cue, began a retreat that likely isn’t […]






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The Weekly Options News Roundup – 7/24/2015

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. A 24/7 VIX? VIX futures are available for trading nearly 24 hours a day….is it time for the VIX Index to be calculated around the clock? “The […]






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TYVIX Weekly Review – 7/24/2015

A Lull in Volatility This week there was a pause in the “Euro ex-Greece” crisis and the plunge in Shanghai stock prices. In addition, Federal Reserve Chair Janet Yellen told Congress in her semi-annual testimony last week that the first Fed Fund target rate increase will come in 2015, and this week’s economic calendar was […]






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Weekly Stock Market Commentary – 7.24.15

$SPX now appears to failing at the top of the range, thereby remaining within the 2040 – 2135 trading range. Hence, the $SPX chart remains neutral as long as it’s in that trading range. Put-call ratios are mixed, but generally are in an oversold state. The standard ratio continues to rise and is thus on […]






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Launch of Trading in VIX Weeklys Futures – More Expirations to Provide More Responsiveness

On the July 23 trading day, CBOE Futures Exchange, LLC (CFE®) launched the first-ever trading of futures with weekly expirations on the CBOE Volatility Index® (VIX® Index). The new VIX Weeklys futures offer more expirations that have the potential to provide more precision and responsiveness for investors. On July 23 the estimated trading volume was […]