Despite recent stock market carnage, the reaction by the VIX has been a relative yawner. Well, the New Year hangover continues. Another day, another drubbing…
Tagged $^VIX
December Spikes In The VIX Bring Traders Year-End Gifts
Jumps in the VIX during the month of December have (almost) always led to year-end stock market gains. It is the time of year when…
Has The Post-Crash Rally Run Its Course?
Is the post-September rally already over…or is it just getting started? The answer likely depends on what market climate we’re in now. Back on September…
Is Tail Risk Really At An All-Time High?
The CBOE Skew Index hit an all-time high yesterday…but is this “black swan” indicator really something to worry about? We’ve posted several pieces on the CBOE…
Rare Breadth Thrust Has Been Dynamite For Stocks — Or Dismal
Last week’s uncommon display of broad market strength has historically led to either feast or famine, depending on the existing market climate. “Breadth thrust” has…
VIX Trips From 37 to 20 Have Been All-Or-Nothing For Stocks
Everyone knows that spikes in the S&P 500 Volatility Index, a.k.a. “VIX”, are associated with distress in the equity markets. The recent August decline in…
Something’s Askew In This Market
CBOE’s Skew Index, a measure of “tail risk” is at an extreme – unusual given current circumstances. One definition of skew is distortion. In a…
Speculators Make Record Bet On Volatility Rise
Non-Commercial Speculators are net long more VIX futures contracts than ever before. We’ve discussed on several occasions using the CFTC’s “Commitment Of Traders” report as a…
Is The Flurry Of 90% UP Days An “All Clear” Signal?
“Thrust Days” are said to be good markers of a stock market launch…are they? The other day, we looked at the recent spate of 90%…
Volatility Of Volatility Flies Off The Charts
The Volatility Index of the VIX just crushed its previous record high. We’ve spent the week pointing out some of the eye-opening readings dished out…