The Year In VIX And Volatility - 2014
Bill Luby - at Seeking Alpha - Mon Jan 26, 11:05PM CST
This is the seventh year in a row I have offered a retrospective look at the year in VIX and Volatility, which is my attempt to cram some of the highlights of the year in volatility onto one graphic with a (somewhat) manageable number of annotations....
TVIZ: 21.76 (-1.84), TVIX: 2.57 (-0.05), XVZ: 28.30 (-0.18), VIXM: 63.82 (-0.30), XVIX: 16.10 (-0.06), ZIV: 40.78 (+0.37), VXX: 30.97 (-0.38), IVOP: 37.88 (-0.16), UVXY: 22.57 (-0.61), VIIX: 41.82 (-0.49), CVOL: 0.95 (-0.04), VXZ: 13.10 (-0.08), VIIZ: 19.06 (+0.09), XXV: 38.25 (unch), VIXY: 20.59 (-0.25), SVXY: 57.74 (+0.73), XIV: 29.40 (+0.35)
Investors Are Scared - Getting Long Volatility Again
Josh Arnold - at Seeking Alpha - Wed Jan 14, 8:15AM CST
VIXM: 63.82 (-0.30), VXX: 30.97 (-0.38), VIXY: 20.59 (-0.25)
One Reason Why The New VIX Calculation Is Better
Vance Harwood - at Seeking Alpha - Tue Jan 13, 5:02PM CST
The CBOE changed the way the VIX® was calculated on October 6th, 2014- asserting the change would provide a more accurate assessment of expected volatility. The new process does look better to me, but I've been surprised that the new VIX and the...
TVIZ: 21.76 (-1.84), TVIX: 2.57 (-0.05), XVZ: 28.30 (-0.18), VIXM: 63.82 (-0.30), XVIX: 16.10 (-0.06), ZIV: 40.78 (+0.37), VXX: 30.97 (-0.38), IVOP: 37.88 (-0.16), UVXY: 22.57 (-0.61), VIIX: 41.82 (-0.49), CVOL: 0.95 (-0.04), VXZ: 13.10 (-0.08), VIIZ: 19.06 (+0.09), XXV: 38.25 (unch), VIXY: 20.59 (-0.25), SVXY: 57.74 (+0.73), XIV: 29.40 (+0.35)
A Little Fear About The 'Fear Index'
360 Investment Research - at Seeking Alpha - Sun Jan 11, 1:47AM CST
Back on November 18, 2014, we wrote about our concern over elevated volatility as part of our seven-part series on evidence currently warning of a possible trend change in the overall U.S. Equity market. Almost two months later, none of the issues...
VIXM: 63.82 (-0.30), SPY: 209.78 (+0.86), QQQ: 106.91 (+0.91), VIXH: 26.30 (+0.10), DIA: 180.34 (+0.50), IWM: 121.53 (+0.72), VIXY: 20.59 (-0.25)
My Volatility Outlook For 2015
Josh Arnold - at Seeking Alpha - Sun Dec 28, 1:20AM CST
VIXM: 63.82 (-0.30), VXX: 30.97 (-0.38), VIXH: 26.30 (+0.10), VIXY: 20.59 (-0.25), SVXY: 57.74 (+0.73)
Volatility Trade Back In Oct 22, 2014 - ETF Gainers And Losers
CapitalCube - Seeking Alpha - Thu Oct 23, 2:04PM CDT
By Veibha Subramaniam The risk-on trade seems to be back again. Buying volatility is back. Yesterday the market was buying the VIX and today as of 10:00 am the VIX ETFs are still gaining - VIXY (+7.84%), VXX (+7.67%), VIXM (+3.16%) The data was...
EGPT: 61.25 (-0.05), JO: 29.81 (-0.02), TZA: 11.10 (-0.22), VXX: 30.97 (-0.38), XOP: 53.32 (+1.37), GREK: 13.65 (+0.66), TNA: 83.54 (+1.47), UVXY: 22.57 (-0.61), HDGE: 11.05 (-0.12), PXI: 47.28 (+1.12), SRTY: 28.61 (-0.53), WIL: 53.47 (unch), VXZ: 13.10 (-0.08), XIV: 29.40 (+0.35), ERY: 17.74 (-1.21), GLDX: 11.30 (+0.25), ERX: 65.07 (+3.92), GDXJ: 27.00 (+0.38), JNUG: 30.90 (+1.14), FCG: 11.71 (+0.36), SGDM: 19.68 (+0.10), DUST: 13.46 (-0.20), ZSL: 95.15 (-4.85), JDST: 8.63 (-0.38), URTY: 96.92 (+1.67), SOXS: 11.88 (-0.30), TVIX: 2.57 (-0.05), UCO: 9.19 (+0.39), VIXM: 63.82 (-0.30), SIL: 10.18 (+0.17), NUGT: 15.78 (+0.22), SCO: 70.05 (-3.45), SVXY: 57.74 (+0.73), IPFF: 20.94 (+0.28), USLV: 24.06 (+1.76), RUSL: 27.31 (+1.68), SIZE: 66.88 (+0.03), VIXY: 20.59 (-0.25), PSCE: 30.18 (+1.12), FLGE: 121.40 (+1.48)
Not All Market Hedges Are Created Equal: Part 1
Invesco US - Seeking Alpha - Wed Oct 22, 3:20PM CDT
By John Feyerer While the multi-year bull market may feel like it has created some distance from the market turmoil, investors won't soon forget the global financial crisis of 2008-2009 and the eurozone debt crisis events of 2010-2011. These...
TVIZ: 21.76 (-1.84), TVIX: 2.57 (-0.05), XVZ: 28.30 (-0.18), VIXM: 63.82 (-0.30), XVIX: 16.10 (-0.06), ZIV: 40.78 (+0.37), VXX: 30.97 (-0.38), IVOP: 37.88 (-0.16), UVXY: 22.57 (-0.61), VIIX: 41.82 (-0.49), CVOL: 0.95 (-0.04), VXZ: 13.10 (-0.08), VIIZ: 19.06 (+0.09), XXV: 38.25 (unch), VIXY: 20.59 (-0.25), SVXY: 57.74 (+0.73), XIV: 29.40 (+0.35)
Top 10 ETF Gainers And Losers For October 17, 2014
CapitalCube - Seeking Alpha - Sun Oct 19, 8:29AM CDT
By Veibha Subramaniam Top 10 ETF gainers with assets of more than $25 million as of Oct 17, 2014. (Non-Leveraged) The data was compiled using CapitalCube's ETF Screener Symbol Company 1 Day Price Return (%) Average Daily Volume...
JO: 29.81 (-0.02), VXX: 30.97 (-0.38), GREK: 13.65 (+0.66), XOP: 53.32 (+1.37), UVXY: 22.57 (-0.61), FIEU: 115.69 (+1.37), VXZ: 13.10 (-0.08), SDOW: 19.35 (-0.16), XIV: 29.40 (+0.35), SPXU: 35.12 (-0.46), EPV: 56.50 (-0.44), IDX: 24.77 (+0.11), SPXS: 19.00 (-0.28), GLDX: 11.30 (+0.25), SQQQ: 26.30 (-0.71), JNUG: 30.90 (+1.14), SGDM: 19.68 (+0.10), DZK: 65.00 (+0.99), GXF: 23.01 (+0.24), DUST: 13.46 (-0.20), GDX: 21.26 (+0.11), CURE: 135.77 (+1.84), JDST: 8.63 (-0.38), TVIX: 2.57 (-0.05), VIXM: 63.82 (-0.30), CFGE: 10.61 (+0.05), FEEU: 111.93 (+1.22), UXI: 120.00 (+1.61), SIL: 10.18 (+0.17), NUGT: 15.78 (+0.22), SVXY: 57.74 (+0.73), HEWG: 26.41 (+0.01), BXUC: 299.86 (unch), RUSL: 27.31 (+1.68), BRF: 18.11 (+0.17), EIDO: 27.72 (+0.16), EWZ: 35.05 (+0.57), UDOW: 145.75 (+1.23), VIXY: 20.59 (-0.25), ENOR: 24.49 (+0.44)