Sep 20, 2014 06:00 pm
This Week in VXST – 9/19/2014
Russell Rhoads, CFA
A couple of weeks ago (9/12 to be exact) VXST was a tad lower than VIX despite a pretty tough week for the S&P 500. It appeared that VXST relative to VIX indicated a lack of fear and I talked about how the market has been lulled into complacency due to the S&P 500 continuously […]
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Sep 20, 2014 03:00 pm
This Week in Gold and Oil Volatility – 9/19/2014
Russell Rhoads, CFA
Between gold and oil, oil is not getting much love so I’m going to talk about oil volatility. Oil futures (November) appear to be putting in a 90.00 to 95.00 range and the US Oil fund is grinding around as well. If a new price range, that appears to have very little geo political risk […]
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Sep 20, 2014 11:00 am
This Week in Volatility Indexes and ETPs – 9/19/2014
Russell Rhoads, CFA
The volatility indexes that are based on the S&P 500 fell back into order as the S&P 500 rebounded to another all-time high. I am not a guru, do not claim to be (actually who does that?), but did note in this space that despite a tough beginning to September the volatility indexes were not […]
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Sep 20, 2014 10:08 am
This Week in CBOE Strategy Indexes – 9/19/2014
Russell Rhoads, CFA
Friday was the third Friday in September which is standard option expiration date for most option players, but for those of us that watch the CBOE strategy indexes it also means roll date. First the September SPX settlement came in pretty high, relative to history and the price action yesterday, at 2022.46. This settlement level […]
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