Category Archives: Trader Talk

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Big Week for VIX re: Backwardation, Big Moves & Volume, ETH, Put/Call Ratio, and Bollinger Bands

After the news broke last Sunday (June 28) regarding the closing of banks in Greece, worldwide markets for stocks and oil plunged, and investors sought assets that could rise and serve as diversifiers. The VIX® July futures prices responded by rising from 14.525 on June 26 to 17.375 on the next trading day (June 29). […]






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Five Volatility Indexes Rose More Than 30% Today, As Worldwide Stocks and Oil Prices Fell on News Out of Greece

In the past couple of days, news out of Greece regarding capital capital controls and bank closings had a worldwide negative impact on stock and oil prices, while five of CBOE’s volatility indexes rose more than 30%, and volume in VIX futures soared to an estimated 415,000 contracts. After news about the closures of Greek […]

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2015 Russell Reconstitution Update

Each June the Russell family of equity indexes are adjusted to reflect changes in the markets.  This annual process is commonly referred to as the Russell Reconstitution.   The Reconstitution occurs once a year in order to keep the cost associated with maintaining an index portfolio at a minimum or specifically to keep trading costs low. […]






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CBOE Mid-Day Update 6.10.15

Volatility as an asset class Netflix (NFLX) is recently up $35.57 to $682.60 as shares trade at a record high on UBS raising its price target to $722 from $600 citing international launches, its superior content position, solid subscriber growth and reasonable valuation. June weekly call option implied volatility is at 32, June is at […]