VIX Short-Term Futures ETF Proshares (VIXY) 20.59 $VIXY
U.S. Equity Volatility Is 'Back To Average'
ValueWalk - at Seeking Alpha - Wed Feb 11, 3:30AM CST
By Michael Ide Morgan Stanley says that it's understandable that volatility us up for most asset classes, but sees room for US equity volatility to fall again. Volatility is up across the board, in some cases from historic lows to recent highs,...
TVIX: 2.57 (-0.05), VXX: 30.97 (-0.38), IVOP: 37.88 (-0.16), UVXY: 22.57 (-0.61), VIIX: 41.82 (-0.49), XXV: 38.25 (unch), VIXY: 20.59 (-0.25), SVXY: 57.74 (+0.73), XIV: 29.40 (+0.35)
Best and Worst ETFs of January - ETF News And Commentary
Zacks Equity Research - Zacks Investment Research - Wed Feb 04, 1:12AM CST
Volatility and Bonds ETFs gained, while Energy ETFs went downhill during January.
ZROZ: 123.35 (-1.57), XES: 27.64 (+1.10), VXX: 30.97 (-0.38), REM: 11.74 (+0.04), EDV: 126.88 (-1.85), CVOL: 0.95 (-0.04), TLT: 128.19 (-1.33), VIXY: 20.59 (-0.25)
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)
Is Rising Stock Market Volatility Bullish?
ETFguide - Seeking Alpha - Tue Jan 06, 1:16PM CST
By Ronald Delegge When stocks go up, volatility goes down and vice versa. While this historically inverse relationship plays out most of the time, there’s been a significant disconnect as of late. The chart below illustrates this...
IVV: 211.28 (+0.95), VIXY: 20.59 (-0.25)
Volatility Spikes Again: My Playbook
Josh Arnold - at Seeking Alpha - Tue Jan 06, 12:38PM CST
VXX: 30.97 (-0.38), VIIX: 41.82 (-0.49), 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 ETFs in Focus on Oil Upheaval - ETF News And Commentary
Zacks Equity Research - ZACKS - Tue Dec 16, 11:00AM CST
With oil prices crashing to multi year lows, these volatility ETFs have been interesting investments.
VXX: 30.97 (-0.38), VIIX: 41.82 (-0.49), CVOL: 0.95 (-0.04), VIXY: 20.59 (-0.25)
The Volatility Battleground
Markit - Seeking Alpha - Mon Dec 15, 6:26AM CST
Volatility has declined since the spike in October, but developments in Greece and oil price effects have disturbed the calm conditions. Volatility was the name of the game earlier in the first quarter as credit was swept up in the maelstrom...
TVIX: 2.57 (-0.05), VXX: 30.97 (-0.38), IVOP: 37.88 (-0.16), GREK: 13.65 (+0.66), UVXY: 22.57 (-0.61), ACWV: 71.30 (+0.13), VIIX: 41.82 (-0.49), XXV: 38.25 (unch), VIXY: 20.59 (-0.25), SVXY: 57.74 (+0.73), XIV: 29.40 (+0.35)
The Best Offense Is A Good Defense: Profiting From Hedging
AllAboutAlpha - Seeking Alpha - Thu Dec 04, 4:25PM CST
This time of year one often encounters certain football-fans' truisms. Sometimes one is told "the best defense is a good offense." At other times, "the best offense is a good defense." At yet other times, "it's all in the...
TVIX: 2.57 (-0.05), VXX: 30.97 (-0.38), IVOP: 37.88 (-0.16), UVXY: 22.57 (-0.61), VIIX: 41.82 (-0.49), XXV: 38.25 (unch), VIXY: 20.59 (-0.25), SVXY: 57.74 (+0.73), XIV: 29.40 (+0.35)
The Curious Case Of Elevated Volatility (Weight Of Evidence, Part 2 Of 7)
360 Investment Research - at Seeking Alpha - Tue Nov 18, 2:33PM CST
"Fear tends to manifest itself much quicker than greed, so volatile markets tend to be on the downside. In up markets, volatility tends to gradually decline." ~ Philip Roth The CBOE Volatility Index is often referred to as the FEAR Index....
TVIX: 2.57 (-0.05), VXX: 30.97 (-0.38), IVOP: 37.88 (-0.16), UVXY: 22.57 (-0.61), VIIX: 41.82 (-0.49), XXV: 38.25 (unch), VIXY: 20.59 (-0.25), SVXY: 57.74 (+0.73), XIV: 29.40 (+0.35)
Overcrowded Trade Du Jour: Short Volatility
Jesse Felder - Seeking Alpha - Tue Nov 04, 2:50PM CST
Periods of low volatility are to investors what a sweet lullaby sung by whispering nanny is to an overtired baby. It relaxes them, gets them to put their worries aside and believe that everything is going to be okay. Great for babies. Not so great...
TVIX: 2.57 (-0.05), VXX: 30.97 (-0.38), IVOP: 37.88 (-0.16), UVXY: 22.57 (-0.61), VIIX: 41.82 (-0.49), XXV: 38.25 (unch), VIXY: 20.59 (-0.25), SVXY: 57.74 (+0.73), XIV: 29.40 (+0.35)
Is The Latest VIX Decline A Trick Or Treat?
James Picerno - at Seeking Alpha - Thu Oct 30, 1:26PM CDT
It's nearly Halloween, but the frightening rise in U.S. stock market volatility earlier this month is looking less creepy at the moment. In particular, the Volatility Index (VIX) for the S&P 500 has tumbled substantially over the past week,...
TVIX: 2.57 (-0.05), ZIV: 40.78 (+0.37), VXX: 30.97 (-0.38), UVXY: 22.57 (-0.61), VXZ: 13.10 (-0.08), VIXY: 20.59 (-0.25), SVXY: 57.74 (+0.73), XIV: 29.40 (+0.35)
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)
The Problem With Volatility Investing
Jeroen Blokland - Seeking Alpha - Thu Oct 23, 10:17AM CDT
Volatility is back. And it has not gone unnoticed. As the VIX index spiked to above 25 for the first time since June 2012, US equities plunged 8%. We have seen somewhat of a rebound in recent days, but it looks far from solid. And, thus, stories...
SVXY: 57.74 (+0.73), VIXY: 20.59 (-0.25)
Global Asset Correlation
The Nattering Naybob - at Seeking Alpha - Thu Oct 23, 6:34AM CDT
JNK: 39.43 (+0.10), FXE: 112.16 (-0.15), VIXY: 20.59 (-0.25), FEU: 35.83 (+0.27)
U.S. Equity Volatility Is 'Back To Average'
ValueWalk - at Seeking Alpha - Wed Feb 11, 3:30AM CST
By Michael Ide Morgan Stanley says that it's understandable that volatility us up for most asset classes, but sees room for US equity volatility to fall again. Volatility is up across the board, in some cases from historic lows to recent highs,...
TVIX: 2.57 (-0.05), VXX: 30.97 (-0.38), IVOP: 37.88 (-0.16), UVXY: 22.57 (-0.61), VIIX: 41.82 (-0.49), XXV: 38.25 (unch), VIXY: 20.59 (-0.25), SVXY: 57.74 (+0.73), XIV: 29.40 (+0.35)
Best and Worst ETFs of January - ETF News And Commentary
Zacks Equity Research - Zacks Investment Research - Wed Feb 04, 1:12AM CST
Volatility and Bonds ETFs gained, while Energy ETFs went downhill during January.
ZROZ: 123.35 (-1.57), XES: 27.64 (+1.10), VXX: 30.97 (-0.38), REM: 11.74 (+0.04), EDV: 126.88 (-1.85), CVOL: 0.95 (-0.04), TLT: 128.19 (-1.33), VIXY: 20.59 (-0.25)
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)
Is Rising Stock Market Volatility Bullish?
ETFguide - Seeking Alpha - Tue Jan 06, 1:16PM CST
By Ronald Delegge When stocks go up, volatility goes down and vice versa. While this historically inverse relationship plays out most of the time, there’s been a significant disconnect as of late. The chart below illustrates this...
IVV: 211.28 (+0.95), VIXY: 20.59 (-0.25)
Volatility Spikes Again: My Playbook
Josh Arnold - at Seeking Alpha - Tue Jan 06, 12:38PM CST
VXX: 30.97 (-0.38), VIIX: 41.82 (-0.49), 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 ETFs in Focus on Oil Upheaval - ETF News And Commentary
Zacks Equity Research - ZACKS - Tue Dec 16, 11:00AM CST
With oil prices crashing to multi year lows, these volatility ETFs have been interesting investments.
VXX: 30.97 (-0.38), VIIX: 41.82 (-0.49), CVOL: 0.95 (-0.04), VIXY: 20.59 (-0.25)
The Volatility Battleground
Markit - Seeking Alpha - Mon Dec 15, 6:26AM CST
Volatility has declined since the spike in October, but developments in Greece and oil price effects have disturbed the calm conditions. Volatility was the name of the game earlier in the first quarter as credit was swept up in the maelstrom...
TVIX: 2.57 (-0.05), VXX: 30.97 (-0.38), IVOP: 37.88 (-0.16), GREK: 13.65 (+0.66), UVXY: 22.57 (-0.61), ACWV: 71.30 (+0.13), VIIX: 41.82 (-0.49), XXV: 38.25 (unch), VIXY: 20.59 (-0.25), SVXY: 57.74 (+0.73), XIV: 29.40 (+0.35)
The Best Offense Is A Good Defense: Profiting From Hedging
AllAboutAlpha - Seeking Alpha - Thu Dec 04, 4:25PM CST
This time of year one often encounters certain football-fans' truisms. Sometimes one is told "the best defense is a good offense." At other times, "the best offense is a good defense." At yet other times, "it's all in the...
TVIX: 2.57 (-0.05), VXX: 30.97 (-0.38), IVOP: 37.88 (-0.16), UVXY: 22.57 (-0.61), VIIX: 41.82 (-0.49), XXV: 38.25 (unch), VIXY: 20.59 (-0.25), SVXY: 57.74 (+0.73), XIV: 29.40 (+0.35)
The Curious Case Of Elevated Volatility (Weight Of Evidence, Part 2 Of 7)
360 Investment Research - at Seeking Alpha - Tue Nov 18, 2:33PM CST
"Fear tends to manifest itself much quicker than greed, so volatile markets tend to be on the downside. In up markets, volatility tends to gradually decline." ~ Philip Roth The CBOE Volatility Index is often referred to as the FEAR Index....
TVIX: 2.57 (-0.05), VXX: 30.97 (-0.38), IVOP: 37.88 (-0.16), UVXY: 22.57 (-0.61), VIIX: 41.82 (-0.49), XXV: 38.25 (unch), VIXY: 20.59 (-0.25), SVXY: 57.74 (+0.73), XIV: 29.40 (+0.35)
Overcrowded Trade Du Jour: Short Volatility
Jesse Felder - Seeking Alpha - Tue Nov 04, 2:50PM CST
Periods of low volatility are to investors what a sweet lullaby sung by whispering nanny is to an overtired baby. It relaxes them, gets them to put their worries aside and believe that everything is going to be okay. Great for babies. Not so great...
TVIX: 2.57 (-0.05), VXX: 30.97 (-0.38), IVOP: 37.88 (-0.16), UVXY: 22.57 (-0.61), VIIX: 41.82 (-0.49), XXV: 38.25 (unch), VIXY: 20.59 (-0.25), SVXY: 57.74 (+0.73), XIV: 29.40 (+0.35)
Is The Latest VIX Decline A Trick Or Treat?
James Picerno - at Seeking Alpha - Thu Oct 30, 1:26PM CDT
It's nearly Halloween, but the frightening rise in U.S. stock market volatility earlier this month is looking less creepy at the moment. In particular, the Volatility Index (VIX) for the S&P 500 has tumbled substantially over the past week,...
TVIX: 2.57 (-0.05), ZIV: 40.78 (+0.37), VXX: 30.97 (-0.38), UVXY: 22.57 (-0.61), VXZ: 13.10 (-0.08), VIXY: 20.59 (-0.25), SVXY: 57.74 (+0.73), XIV: 29.40 (+0.35)
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)
The Problem With Volatility Investing
Jeroen Blokland - Seeking Alpha - Thu Oct 23, 10:17AM CDT
Volatility is back. And it has not gone unnoticed. As the VIX index spiked to above 25 for the first time since June 2012, US equities plunged 8%. We have seen somewhat of a rebound in recent days, but it looks far from solid. And, thus, stories...
SVXY: 57.74 (+0.73), VIXY: 20.59 (-0.25)
Global Asset Correlation
The Nattering Naybob - at Seeking Alpha - Thu Oct 23, 6:34AM CDT
JNK: 39.43 (+0.10), FXE: 112.16 (-0.15), VIXY: 20.59 (-0.25), FEU: 35.83 (+0.27)
