Short-term volatility expectations have eclipsed those of the longer-term, a nearly unprecedented situation given the recent tame market action. Recent days and weeks have seen…
Tagged $XIV
An Unprecedented Jump In The VIX
While stocks have hit the skids a bit in the past few days, by comparison, volatility expectations have soared by an unprecedented amount. A few…
What Does Record VIX Deflation Mean For Stocks?
The S&P Volatility Index recently dropped at a record pace off of its February highs; is this good news or bad news for stocks? This…
Is The Stock Rally Getting Too Complacent?
Data from the volatility market suggests that expectations in the near-term may have finally gotten a bit too complacent. For the duration of this post-February…
Latest Twist In The Stock Market’s Wild 2016 Ride
The Dow Jones Industrial Average just alternated 1% moves up and down for 4 days in a row – just the 17th such stretch in…
Complacent Correction Cause For Concern?
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…
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…
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…
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…