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The chart below shows the CBOE Put/Call ratio. The current reading on the chart prompted Tom Bowley to title his recent analysis Complacency Screams Get Out Short-Term. In terms of where the... read more »
Just looking back at The Year in VIX and Volatility (2011) is enough to make one’s stomach churn. Try to tell someone who has acrophobia that even the scariest roller coaster ride ends up right... read more »
One of the most-loved charts I assemble each year is my retrospective look at the year in volatility. I already touched on some of the highlights of event volatility in text form in... read more »
Last year I talked about the St. Louis Fed’s Financial Stress Index (which I am calling the STLFSI in order to lower my carpal tunnel risk) as a measure of financial market risk that I... read more »
After a gloomy week in global stock markets and downbeat global news, investors face the Holiday Season worrying that the Grinch has stolen Christmas. However, subtle signs point to the possiblity... read more »
It seems well-nigh impossible for a December to pass without some sort of movements in the CBOE Market Volatility Index (the formal name of the VIX, for those who may have a short memory) that leave... read more »
By several measures, investors are every bit as afraid today as they were in the first week of October, when U.S. stocks had reached 52-week lows. Yet the S&P 500 is 11.5% higher than it was on... read more »
Steven Place of Investing with Options has a video post up this morning, Options Market Does Not Care About Selloff, in which he discusses how the implied volatility in various asset class volatility... read more »
What if the “risk on / risk off” market environment comes to an end, even for a little while? This article explores a trade designed to profit from that possibility. The CBOE Implied Correlation... read more »
This week marks the first time that the front two months of the VIX futures term structure have been in backwardation each day for more than three consecutive months. In fact, the current... read more »
