Tag Archives: ETF

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This Week in Gold and Oil Volatility

The price of gold rose last week and the SPDR Gold ETF (GLD – 168.44) closed the four day week just over 2.5% higher. The behavior of the volatility of GLD options relative to the behavior of volatility on equity indexes continues to fascinate me. With GLD higher, GVZ also climbed on the week to […]






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Experts to Discuss Worldwide Volatility Topics at RMC Europe

At CBOE’s inaugural Risk Management Conference – Europe on September 5- 7 in Ireland, several expert speakers from around the world will discuss volatility topics at sessions with titles such as: (1)Trading Implied Volatility, (2) Analyzing and Forecasting Volatility, and (3) Volatility-Based Solutions for Insurance Companies. For the autumn of 2008, here is a list […]






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What Wall of Worry? Implied Volatilities are Low

If this rally is climbing a wall of worry shouldn’t there be more of a risk premium? Many market pundits are calling the recent advance in share prices “The rally that everyone hates!” It seems apparent that many money managers are sitting on the sidelines, unwilling or too worried to buy into a market that […]






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This Week in Gold and Oil Volatility

The price of gold was pretty quiet last week as there was very little macro-economic drama in the world last week. The stock market was focused more on company specific events as earnings season kicked off and Europe is in a quiet period that seems to go along with summer vacations. The GLD was up […]