VIX

Move over, VIX. There's a new volatility index in town, and this one's all about bonds. CBOE Global Markets recently introduced the VIXTLT Index, a real-time gauge for the U.S. Treasury market's next 30 days of expected volatility. Just as the VIX Index has become synonymous with tracking equity...

Former Treasury Secretary Lawrence Summers has urged the Securities and Exchange Commission (SEC) to conduct an investigation into the historic surge in the Cboe Volatility Index (VIX) that occurred on Monday. What Happened: Summers speculated that the unusual VIX movement could be due to the...

As options demand booms, market engineers are gearing up to offer a perplexing new way to bet on volatility. What To Know: According to a Bloomberg report, Cboe Global Markets is preparing to offer options tied to futures for the Cboe Volatility Index, which is already built using options. The ...

The VIX ended last week just above 16, bringing it to its highest level in 2024.  What does this tell us about investor sentiment, and how does this compare to previous market cycles? Let’s take a quick tour of market history through the lens of the VIX, focusing on which levels have...

Forget graceful waltzes and headbanging mosh pits. Market volatility is closer to a dynamic tango, sometimes smooth and seductive, other times a whirlwind of passionate steps. High volatility brings bold spins and dramatic dips, while low volatility whispers of gentle sway and predictable rhythms....

This appeared to subscribers yesterday. Ding Ding, Round 2024. I've said to subscribers that this year is setting up to be a more bob-and-weave year requiring a little more finesse. We were bullish last year as you know. We expected 2023 to be up when most were bearish and said also that the...

To gain an edge, this is what you need to know today. Fear Evaporates Please click here for a chart of CBOE Volatility Index . Note the following: The chart shows that VIX has fallen to the lowest levels since November 2019. VIX is also known as Wall Street...

The VIX index has hit its lowest point since before the pandemic, just as equity markets are trying to regain their 2023 highs. Is this telling us that when it’s bad for the VIX it’s good for stocks? Analysts have written volumes on how to interpret the VIX, or the CBOE’s...

By Lance Roberts Bloomberg recently penned a great piece on the “Law of Unintended Consequences.” To wit: “There is only one true law of history, and that is the law of unintended consequences. In the early 1920s, the University of Chicago economist Frank Knight famously...

As the market grapples with potential near-term bullish drivers, one key indicator of downside pressure has awakened after a prolonged pause. The CBOE Volatility Index, often referred to as the "fear index", gauges the anticipated volatility of the S&P 500 index over the ensuing...

The CBOE Volatility Index, commonly known as the VIX or the “fear gauge” of the stock market, has experienced a notable upswing recently, reaching levels not seen in over five months. This surge in the VIX, which has breached the psychologically significant mark of 20, serves as a...

Eye Of The Storm From our front row at Lehman Brothers, we assure you iTesting the Fiscal Limitt was not the case that no one saw the Global Financial Crisis coming. With that in mind, the Treasury market’s struggle to absorb supply in the belly of the curve (2s, 5s and 7s), was a...

The S&P 500 index has proven itself to be a seasoned sailor in 2023, gliding gracefully through market waters, steering clear of perilous tempests that could have thrown it off course. For more than 100 trading sessions, the S&P 500, as tracked by the SPDR S&P 500 ETF Trust (NYSE:SPY)...

The CBOE Volatility Index, also known as the VIX or “fear index,” witnessed a sudden surge of 9% Friday, marking the most significant single-day increase since mid-August. Produced by CBOE Global Markets Inc. (NYSE:CBOE), the VIX is a well-regarded gauge of option volatility in the S...

To gain an edge, this is what you need to know today. No Fear Please click here for a chart of volatility index VIX . Note the following: VIX is the fear gauge of Wall Street. The chart shows that VIX has fallen to the lowest level in two years. The fall in VIX...