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Tagged $VXX
Vexing VIX Behavior – Part 2 (PREMIUM)
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Vexing VIX Behavior – Part 1 (PREMIUM)
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Vexing VIX Behavior – Part 1 (PREMIUM-UNLOCKED)
The VIX is at a 5-month high — despite relatively limited damage in the S&P 500. What does that mean for expectations in the stock,…
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…
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…
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…
Traders Getting A Little Too Comfortable In Stocks?
Near-term volatility expectations have plunged to record lows. Trader sentiment has officially come full circle following the election. On November 1, we observed that “Investors…
Traders Breathe Unprecedented Sigh Of Relief Following Election
Stock market volatility expectations saw the biggest drop on record following the election. In the buildup to the presidential election, we queried whether “Investors Were…
Investors (Over?-)Prepared For Election Volatility
Despite an unseasonably calm stock market, relative near-term volatility expectations have jumped to the 3rd highest level in their 3-year history. It’s no secret that…