Volatility expectations on the Nasdaq are at an all-time low. You’re probably familiar with the VIX, the S&P 500 Volatility Index. It is commonly referred…
Tagged $^VIX
S&P 500 AND Short-Term VIX Drop: Who Blinks? (PREMIUM-UNLOCKED)
On February 16, we noted the strange occurrence in which the VIX jumped >4% on a day in which the S&P 500 closed at an…
S&P 500 AND Short-Term VIX Drop: Who Blinks? (PREMIUM)
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S&P 500 & VIX Both Jump: Which One Will Blink?
While the S&P 500 closed at another new high, the VIX also spiked, an unusual occurrence that may have negative implications in the intermediate-term. Among…
Does Stocks’ Buoyant January Mean Smooth Sailing For 2017?
The S&P 500 never traded below its 2016 closing price during January; prior such cases have been very positive harbingers…mostly. January was an…
Will Record Short VIX Position Backfire On Speculators?
Speculators (a.k.a., “dumb money”?) are holding their largest net-short position in the history of the VIX futures contract. Every week, the CFTC releases their Commitment…
2016 Charts Of The Year
This post originally appeared as the J.Lyons Fund Management, Inc. December 2016 Newsletter at jlfmi.com. As 2016 draws to a close, we again take a…
5 Most Viewed Posts (& Charts) Of 2016
These were the posts, and accompanying charts, that readers clicked on most in 2016. As we wrap up 2016, we are looking back at the…
Traders Confident Santa Claus Coming To Town
Shorter-term stock volatility expectations have dropped to their lowest levels in more than 4 years. We’ve covered the term structure of stock volatility indices on…
Stocks AND Volatility Indices Both Jump — Who’s Right?
Today saw the VIX solidly higher despite the fact that stocks rallied hard; what do similar precedents tell us? Markets have been on a parade…