Tag Archives: VXZ

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Blogging Options: CBOE Mid-day Update 8.1.14

Active morning at CBOE, as 5.1mm contracts trade. SPX 690k, VIX options 960k and VIX Futures with 322k volume.  Volatility as an asset class: Volatility indexes have spike today as stock indexes have traded lower Proshares VIX Short-Term Futures ETF (VIXY) is up 4.8% to 22.07; compared to its 50-day moving average of 20.04. Proshares […]






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This Week in VIX Options and ETPs – 1/31/2014

I have already blogged about one big piece of news regarding VIX Options since that market experienced record daily volume in January with 792,668 contracts traded.  The equity market’s performance definitely helped with the volume record by dropping 3.5% (based on the S&P 500) in January.   Despite the S&P 500 dropping this past week the […]






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This Week in VIX Options and ETNs

This past week was a headline grabber for my favorite market indicator – VIX. With almost a 20% move on Wednesday and a little follow through on Thursday, which temporarily put VIX over 16.00 during the day, VIX got the love that it was losing sitting around in the low teens. Near dated call buyers […]






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This Week in VIX Options and ETNs

VIX rallied 27% this week which was the strongest weekly performance since September 2011. Long ETNs benefitted from higher VIX with VXX officially rising almost 9% and VXZ, which focuses on the 4th through 7th month VIX futures up a little over 3% on the week. I throw the term ‘officially’ in there as VXX […]






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This Week In VIX Options and ETNs

In the VIX exchange traded product arena TVIX came back to life with a 1 for 10 reverse split on Friday. TVIX is based on a 2 times leveraged performance of the front two month futures contracts. In addition to establishing a tradable price through the reverse split, TVIX had a strong week rising almost […]






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This Week in VIX Options and ETPs

With VIX drifting around last week and December VIX futures at a discount to January contracts the long VIX ETPs were mostly lower on the week. Something of note was the underperformance of VXZ which indicates lower anticipated volatility in the 1st quarter of next year. Every VIX future contract from February out was lower […]






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Well, the VIX Did Backwardate, and So What?

Option Pit Blog With the German High Court signing off on the ECB bond buying bonanza, the ball is now back in the politicians court. The problem, of course, is that is where the ball has been for 3 years. However, the market looked very favorable at the ruling, which takes a huge chunk of […]