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- Wednesday's Notable Market Action
- Earnings Call ExcerptAs we noted yesterday, the Vix spiked again and the call buyers in the options are sitting pretty now. The VIX jumped over 12% on the day to just under 28. VIX – CBOE Volatility index – Monday’s leap in the reading of Wall...
- Earnings calls 2009-10-28
- Getting a VIX on Market Direction
- "This volatility index of the CBOE can tell investors about the mood of the stock market. By measuring investor fear levels tick-by-tick and day-by-day, the VIX, like many emotional gauges, can be used as a contrary opinion tool in attempting to pinpoint market tops and bottoms on a...
- White papers 2003-10-09
- Volatility Index - VIX
- The VIX is developed by taking the weighted average of implied volatility for the Standard and Poor's 100 Index OEX calls and puts and measures the volatility of the market. In essence, it is a gauge of investorÆs confidence or non-confidence in the market conditions. It is important to understand...
- White papers 2002-08-12
- Why Should Anyone Care About Historical Volatility?
- Bill Luby submits: Two weeks ago in The VIX in the Context of Historical Volatility of the SPX, I used a chart to demonstrate how the VIX which is essentially the implied volatility of the SPX compares across various SPX historical volatility lookback time frames. Why should...
- External links 2008-11-03
- How to Spot a Bottom
- Is the recent rebound a sign that the stock market has finally bottomed? Or is it just a dead-cat bounce in a stubborn bear market? Only hindsight will tell for sure. But history offers some useful clues. Find out what economic indicators to watch for signs of a real...
- Articles 2009-04-04
- Volatility: Measuring Fear
- The more wildly stocks swing between highs and lows, the more jittery investors are. Jill Schlesinger explains how to read the numbers.
- Videos 2009-10-08
- An Unlikely Contrarian Play: Buy the Rally
- The point of Against the Grain is to highlight the virtues of contrarian investing. The guiding principle is that the best way to beat the markets is by hitting 'em where they ain't and zigging when the majority is zagging. After the best run for stocks since...
- Blog posts 2009-04-16
Additional Resources
- Spot VIX vs. VIX 5-Month Futures
- Bill Luby submits: Tuesday I went the analogy route in Thinking About the New VIX ETNs. Today I thought I should try the direct route and show a graph of the difference between the cash/spot VIX and the VIX futures five months out. Keep in mind that...
- External links 2009-01-29
- VIX Futures: Worth the Premium?
- Bill Luby submits: Friday’s post, VIX Slips Below 19, appears to have raised some interest in VIX futures premiums (or “premia” for the more scholarly inclined). Looking three months out, the VIX November 2008 futures contract [VIX/X8] has been open since November 2007 and reached...
- External links 2008-08-25
- Thoughts About the New VIX ETNs
- Bill Luby submits: Last night I was contemplating how traders who are unfamiliar with futures should think about the forthcoming VIX ETNs relative to the VIX index that many are already somewhat comfortable with. Since the VIX ETNs are based on VIX futures with constant maturities of one...
- External links 2009-01-27
- Annual VIX Cycle Remains Consistent in 2008
- Bill Luby submits: Two years ago, when I was the only person reading this blog, I posted about VIX seasonal patterns in A Month By Month Look at the VIX. Since the original post I have received quite a few requests to update the chart with more recent data....
- External links 2008-12-24
- VIX Close Below 42 Is Lowest in Three Months
- Bill Luby submits: The last time the VIX closed below 42.00 was way back on October 1st, when the VIX closed at 39.81. Before anyone gets excited about the possibility of the VIX back in the 30s, I should note that the VIX futures continue to reflect...
- External links 2008-12-30
- Using Intraday VIX Reversals to Identify Market Reversals
- Bill Luby submits: Gio: The Hawaii Trader, has a post covering last week’s action with the title, Weekly Review: Using VIX Reversals to Spot Intraday Market Reversals…Over and Over and Over. As the title suggests, Gio claims that during periods of extreme market volatility the VIX often turns in...
- External links 2009-01-27
- VIX and VXX: Pretty Normal for a Monday
- Don Fishback submits: Almost exactly three months ago, I wrote about how there is a pattern to VIX compared to days of the week, controlled for the stock market’s gain or loss that day. I bring that topic up again today, as there was a pretty big drop...
- External links 2009-06-22
- Opportunity Knocking in the Form of a VIX Spike
- Bill Luby submits: Sometimes I like to skate around some of the salient points of volatility rather than try to hit readers over the head with them. But with the VIX now 16% over its 10-day simple moving average, I hope I am not the only one going short...
- External links 2009-10-28
- iPath S&P 500 VIX Short-Term Futures: Another Terrible Volatility ETF
- Don Fishback submits: It appears as though VXX is yet another in a long line of poor performing ETFs that are based on futures products. The futures contracts that VXX is based on are the CBOE/CFE’s S&P 500 Volatility Index futures. The futures themselves are somewhat tied...
- External links 2009-10-28
- The Relationship Between VIX Spikes and Short-Term Opportunities
- Bill Luby submits: It has been a while since I posted one of my VIX studies and, given the recent spike in the VIX, Wednesday’s action seemed like a good excuse to revisit the idea of VIX spikes as contrarian bullish mean reversion buying opportunities. Wednesday...
- External links 2009-10-29
- VIX Back Below 20
- Hickey and Walters Bespoke submit: Many traders were looking for a big spike in the VIX volatility index above 30 before calling a short-term bottom recently. While the VIX did spike, it didn't quite get above 30 during the mid-July lows. Now that we've come off of those...
- External links 2008-08-06
- The Importance of the VIX Index
- David I. Templeton submits: (I originally posted an article on the VIX Index on The DIV-Net website on October 19, 2008) One market indicator that has been getting a lot of attention lately is the VIX Index (VIX) The VIX has been in the news lately since the...
- External links 2008-10-26
- Marty Chenard and the VIX RSI (30) - Revised
- Bill Luby submits: For those interested in charting and technical analysis, Marty Chenard of StockTiming.com has an excellent stable of charts that he uses as a jumping off point to analyze the markets. Every trading day he has a new free chart and once a week or so he...
- External links 2009-02-09
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