Tag Archives: VPD

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Benchmark for Selling VIX Futures – VPD Index Rose 132%

The 24-page BlackRock paper “VIX Your Portfolio – Selling Volatility to Improve Performance”  (June 2013 ) recommended exploring the possibility of selling futures on the CBOE Volatility Index® (VIX®), collateralized with Treasury bills, and the paper noted that – “A strategy that systematically sells volatility on a diversified equity index should capture a positive risk […]

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All-time Highs for Seven CBOE Indexes Today – BXM, PUT, BXY, LOVOL, VXTH, VPD and VPN

ALL-TIME HIGHS TODAY These seven CBOE indexes all hit all-time daily closing high values today — Closing Value                    Index                                                                                    Microsite 945.6                     BXM – CBOE S&P 500 BuyWrite Index                      www.cboe.com/BXM 1270.52                 PUT – CBOE S&P 500 PutWrite Index                        www.cboe.com/PUT 1279.33                 BXY – CBOE S&P 500 2% OTM BuyWrite                  www.cboe.com/BXY 148.11                   LOVOL- CBOE […]