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Blogs about:  Vix Volatility
... an interesting point: One month ago the VIX closed at a 2009 record low of 20.69, ... subsided slowly as the market retraced nearly 50% of the down move. Since the VIX/volatility tend to be cyclical in nature, it is reasonable to ... 2007 and May 2008 highs. It seems as though we might be on the brink of another spike in volatility. Until that happens, intraday traders must remain cautious in pursuing ...
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... fact, the gray area portion of the graphic, which represents the difference between the VIX and realized volatility 21 trading days later, was close to 30% in the ... given the volatility extremes of October and November. What is particularly noteworthy about this chart, however, is that during 2009 the VIX is actually 3.8% higher than it was in 2008, which realized volatility has actually fallen 24 ...
... the price of put options to protect against declines. During very calm periods, the VIX may head down towards around 12, but it is very rare for it to go much lower – there has to be a price for taking an option ... overall sentiment for equity options, this is not strictly true. The VIX, being an index-based implied volatility measurement, has a slightly different dynamic to individual equity ...
related tags: chart, daily, dont, journal, market, price
... the VXX seems to be a flawed instrument as it is not replicating the performance of the VIX (volatility) index well at all, but it is a short term trade for ... coincide although they are supposed to.  What I want to be doing is buying VIX here near $21 as an insurance policy, betting that at some point the ... -Term Futuresâ„¢ Index TR holds VIX futures contracts, which could involve roll costs ...
related tags: fund, market, people, position, stocks, week
... derived in this asset exists through an estimation of this implied volatility over the next 30 days. When the value of the VIX is raised, this translates to a more volatile underlying market (S ... have in many ways over-extended itself in terms of anticipating recovery. However, the VIX itself hardly provides any pessimism through its underlying value. One last interesting area of activity regarding ...
Fasten your seatbelts. CBOE Volatility Index has biggest percentage jump in a year What is VIX? VIX is the ticker symbol for the Chicago Board Options Exchange Volatility Index ... to a more volatile market and therefore more costly options, which can be used to defray risk from this volatility by selling options. Often referred to as the fear index, it represents one ...

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