Tag Archives: SPX; $VIX

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Comparing the Election to Brexit

From a market perspective, the outcome for this week’s election is similar to the brexit vote in United Kingdom earlier this year.  That is, a binary event where one extreme outcome is likely to trigger several emotional responses.  Remember much of the worry over brexit prior to that critical vote?  Wait, there was none?  No, […]






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Open Interest Rises to 9 Million for SPX Puts and 4.7 Million for VIX Calls, while Implied Vol is Higher for the Nov. 9 Index Option Expirations

Several recent news stories have covered this topic – how can investors protect their portfolios in the event of stock market moves during and after the U.S. election on November 8? For investors who are concerned that stock indexes could decline and volatility indexes could soar in future weeks, two of the simpler index option […]






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Record Volume in April for SPX Wednesday-Expiring Weeklys Options

In February CBOE launched S&P 500® Index (SPX) Wednesday-expiring WeeklysSM options. Last month the average daily volume for the “Wednesday Weeklys” rose to a record high of 72,957 contracts. In the February press release CBOE Holdings CEO Edward T. Tilly said – “We are pleased to further expand our SPX product complex with the introduction […]