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)
Short-Term VIX Futures Products Should Be Avoided Until Better Opportunities Arise
Nathan Buehler - at Seeking Alpha - Mon Feb 09, 2:03PM CST
VXX: 30.97 (-0.38), UVXY: 22.57 (-0.61), XIV: 29.40 (+0.35), SVXY: 57.74 (+0.73)
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)
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)
The Current VIX Landscape Deserves Risk Assessments
Nathan Buehler - at Seeking Alpha - Wed Jan 07, 1:08AM CST
UVXY: 22.57 (-0.61), SVXY: 57.74 (+0.73)
2014's Santa Rally Delivers Gains As Expected And Ends With Two Historic Moves
Dr. Duru - at Seeking Alpha - Sun Jan 04, 9:33AM CST
SFLA: 180.57 (+2.20), RWL: 41.80 (+0.18), RSP: 81.91 (+0.32), SH: 21.27 (-0.10), VXX: 30.97 (-0.38), SSO: 132.99 (+1.08), SPUU: 145.43 (+1.18), IVV: 211.28 (+0.95), SPLX: 32.00 (+0.46), SVXY: 57.74 (+0.73), SPXU: 35.12 (-0.46), VOO: 192.39 (+0.84), UPRO: 139.44 (+1.78), EPS: 72.96 (+0.21), SPY: 209.78 (+0.86), SDS: 20.96 (-0.18), SPXL: 92.33 (+1.23)
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)
After Hour Gainers / Losers
Seeking Alpha - at Seeking Alpha - Fri Dec 26, 4:35PM CST
TVIX: 2.57 (-0.05), IHT: 2.90 (-0.04), BLCM: 20.00 (-0.81), VXX: 30.97 (-0.38), JNUG: 30.90 (+1.14), UVXY: 22.57 (-0.61), RLGY: 48.86 (+0.52), JD: 26.23 (-0.27), JDST: 8.63 (-0.38), SVXY: 57.74 (+0.73)
The Most Consistent Risk/Reward Speculation That I Have Ever Found
Scott Brown - Seeking Alpha - Fri Dec 19, 1:54PM CST
Everyone loves a good speculation. The problem is that every good speculation has a good bit of risk associated with it, thus the reason why it is considered speculation and not an investment. I've heard all sorts of market "experts" that...
EDZ: 32.61 (-1.19), TZA: 11.10 (-0.22), JNUG: 30.90 (+1.14), UVXY: 22.57 (-0.61), TNA: 83.54 (+1.47), DUST: 13.46 (-0.20), EDC: 25.03 (+0.81), NUGT: 15.78 (+0.22), SVXY: 57.74 (+0.73), JDST: 8.63 (-0.38)
Today: Top Of The VIX? Bottom For SVXY?
Peter F. Way, CFA - at Seeking Alpha - Wed Dec 17, 2:54PM CST
SVXY: 57.74 (+0.73)
Current Events Provide A VIX Opportunity
Nathan Buehler - Seeking Alpha - Mon Dec 15, 10:35AM CST
Hello everyone! I am happy to be back writing. During the school year, I get very bogged down from August to November. Luckily, academics are going well and things have begun to taper off towards Christmas. Next semester, I am teaching day and night...
UVXY: 22.57 (-0.61), SVXY: 57.74 (+0.73)
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)
Short Volatility: A Great Long-Term Investment As Always
Thomas Novak - at Seeking Alpha - Thu Dec 04, 9:51AM CST
TVIX: 2.57 (-0.05), VXX: 30.97 (-0.38), XIV: 29.40 (+0.35), SVXY: 57.74 (+0.73)
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)
Why I'm Done Shorting Volatility For Now
Josh Arnold - at Seeking Alpha - Tue Nov 18, 3:21AM CST
VXX: 30.97 (-0.38), SVXY: 57.74 (+0.73)
Strong Trouble Signal On DJIA By Market-Makers
Peter F. Way, CFA - at Seeking Alpha - Wed Nov 12, 6:00AM CST
SDOW: 19.35 (-0.16), UDOW: 145.75 (+1.23), SVXY: 57.74 (+0.73)
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)
Are ETFs With The Biggest Price Upside Potential, From Market-Maker Forecasts, The Best?
Peter F. Way, CFA - at Seeking Alpha - Thu Oct 30, 6:17PM CDT
SVXY: 57.74 (+0.73)