Category: Volatility
The analysis published under this category are as follows.
Saturday, September 19, 2015
Stock Market VIX Golden Cross Not Seen Since 2007 / Stock-Markets / Volatility
By: Ashraf_Laidi
The VIX may be 60% below the six-year highs reached last month, but the confluence of medium-trend measures shows a technical development seen only in three occasions over the last 14 years; August 2001, August 2007 and July 2002. This development is the Golden Cross via the 55-week moving average crossing above the 200-week moving average. It is happening again today.
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Friday, June 19, 2015
Stock Market Watch The VIX ... / Stock-Markets / Volatility
By: Marty_Chenard
The VIX is now coming to the end of its triangular pattern.
What does that mean? It means that, before too long, it will have to break out of the triangular pattern. When it does, it will have an important impact on the market.
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Tuesday, December 16, 2014
Stock Market VIX Volatile Volatility, you have to see this to believe it! / Stock-Markets / Volatility
By: Anthony_Cherniawski
My conjecture may be right. Someone very big appears to be caught on the wrong side of this trade. I have been watching this nonsense for the past two hours. This may not end well for the poor guy(s) that cannot get out.
Earlier today ZeroHedge revealed a low liquidity alert in the SPX futures. It may have also extended to the VIX.
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Friday, October 31, 2014
What USA Today Got Wrong About the Stock Market Fear Gauge / Stock-Markets / Volatility
By: Money_Morning
Keith Fitz-Gerald writes:
Like many newspapers racing for headlines during the recent pullback, USA Today Money highlighted a rapid rise in the VIX as proof positive that “fear” had returned to the markets.
That fear had “spiked,” to use their words.
Take a look at this clipping…
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Monday, October 06, 2014
Stock Market VIX Voodoo Analysis / Stock-Markets / Volatility
By: Austin_Galt
The Volatility Index (VIX) seems to be indicating something big is brewing. Let's investigate taking a bottom up approach beginning with the daily chart.
Tuesday, July 22, 2014
Stock Market VIX Analysis / Stock-Markets / Volatility
By: Ed_Carlson
The CBOE Market Volatility index, or VIX, is a key measure of market expectations of near-term volatility conveyed by S&P 500 stock index option prices. The VIX moves inversely with equities so that when equities are rising, the VIX is falling and vice versa.
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Saturday, June 14, 2014
The Death of Stock Market Volatility / Stock-Markets / Volatility
By: Jesse
The US equity markets ended the week on a dull note, barely able to bounce after a lower open to end the week on a correcting note.
The question will be if this is just a consolidation after a widely noted great leap upwards, or will we see a bit more action to the downside before this is over.
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Tuesday, May 13, 2014
Stock Market VIX Term Structure / Stock-Markets / Volatility
By: Ed_Carlson
The VIX term structure illustrates, by maturity, market expectations of volatility conveyed by S&P 500 stock index option prices. The chart (figure 1) below shows the option market's expectation of future market volatility as of last Friday. Currently, the VIX term structure is the steepest it has been in several months. This is a sign of complacency among market participants. Contrarians consider this to be bearish for the equity market.
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Monday, October 07, 2013
How to Trade the VIX Stock Market Fear Index / InvestorEducation / Volatility
By: Money_Morning
It's time to learn something all serious investors should know: how to trade the VIX Indicator (VIX).
While most investors are scrambling to figure out whether the market is headed up or down, savvy pros use the VIX both as means of protection and a source of profit.
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Wednesday, January 09, 2013
Taking Advantage of Recent Lows in Stock Market Volatility Index / Stock-Markets / Volatility
By: J_W_Jones
One of the newest option products to appear in our universe as an options trader is the option series designed to trade the volatility index (VIX). The VIX is a measurement of the implied volatility of the S&P 500 index.
To review quickly, the implied volatility of an options series is reflective of the aggregate market opinion of the future volatility of a given underlying asset. In terms of the Volatility Index, the price is the current market opinion of the future volatility in the S&P 500 Index over the next 12 months.
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Friday, June 22, 2012
Minimize Stock Market Volatility With These Two ETFs / Stock-Markets / Volatility
By: Benjamin_Shepherd
The S&P 500 has given up 7 percent since peaking in April 2012, primarily because of uncertainty regarding Greece’s commitment to the terms of its bailout.If a second round of elections in Greece on June 17 fails to produce a government—or if anti-austerity factions gain control—the stage will be set for the country to exit the euro, with a potentially disastrous domino effect across the Continent. The US also faces economic and fiscal challenges, as well as its own contentious elections in November.
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Wednesday, March 07, 2012
Stock Market VIX Indicator: What this Contrarian Index is Telling Us Now / Stock-Markets / Volatility
By: Money_Morning
Don Miller writes:
Most investors think of the VIX Indicator (VIX) as the "fear gauge."
True to form, the old saying with the VIX is, "When the VIX is high, it's time to buy."
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Friday, October 28, 2011
Stock Market Volatility Cycle Uncovered / Stock-Markets / Volatility
By: Anthony_Cherniawski
In the third quarter of 2011, it has become obvious that many investors, mutual fund and hedge fund managers have ignored the role volatility plays in evaluating market risk. It is possible that they view it, if at all, as a dispersion model, not a harbinger of market direction. That is because rising volatility accompanied rising markets during the entire decade of the 90s, with the exception of the two 4-year market lows in 1994 and 1998. Since then, the relationship between volatility and market direction has changed dramatically. A look at potential cycles in volatility may prove valuable.
Wednesday, September 14, 2011
Dangerous Stock Market VIX Circle Pattern / Stock-Markets / Volatility
By: Marty_Chenard
Every couple of years, this "Circular VIX Pattern" has been showing up. It is a pattern where you can draw a circle off the VIX lows, and once you move to the half way point past the middle of the circle ... the support starts to move up which means the market moves down.
We posted this pattern for readers in July but some readers never heard of such a thing so they ignored it. But, for those who didn't, it sent ample warnings to become more and more cautious as the market became more and more dangerous.
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Wednesday, August 31, 2011
What You Need To Know About the VIX Volatility Index / Stock-Markets / Volatility
By: Marty_Chenard
Part 1: Why is the VIX (Volatility Index) an Important tool for Investors?
The VIX explained: Few really know what the Volatility Index is or how it is calculated. Here's are two brief explanations ... the first is a technical explanation, and the second is a description that investors can easily understand.
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Thursday, August 18, 2011
Volatility is Not The Same As Risk in the Stock Markets / Stock-Markets / Volatility
By: Rory_Gillen
If it looks like risk, feels like risk and acts like risk, it is natural to conclude that it is risk. But in turbulent times, such as now, investors must remind themselves that volatility is not the same as risk.
The stock markets are nothing more than a collection of businesses and risk is highest in individual companies and can be categorised as follows;
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Thursday, July 14, 2011
Stock Market Panic Levels, the VIX, and the NYSE New Lows... / Stock-Markets / Volatility
By: Marty_Chenard
Many regard the VIX as a measurement of fear and panic levels in the market. But, how do you really know what the fear level is?
One way is to keep an eye on the NYSE (New York Stock Exchange) New Lows for the day. As fear levels rise, the daily number of New Lows should also be rising ... if they aren't, then you have to question how much fear is really in the market.
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Friday, July 08, 2011
A Rare VIX Pattern is Appearing Again... / Stock-Markets / Volatility
By: Marty_Chenard
Today's 12 month VIX chart shows a pattern that is fairly rare. This chart pattern has appeared a number of times in the past and has been pretty accurate. The pattern is where the VIX's support level is the bottom of a circle and the touch points follow the bottom of the circle. The difference I see is that the older patterns occurred over a longer period of time within the circle area.
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Wednesday, July 06, 2011
What the Stock Market Volatility Index, VIX is Telling Investors / Stock-Markets / Volatility
By: Money_Morning
Shah Gilani writes:
In the early ‘80s, when I was running a hedge fund from the floor of the Chicago Board of Options Exchange (CBOE), I was a market maker in OEX options. The OEX is the Standard & Poor's 100 Index. The CBOE Market Volatility Index (VIX) was born from trading options on the OEX and from our desire to more accurately price risk.
The stock market volatility index (VIX) - or "fear gauge," as it's often called - has been giving off unexpectedly low readings in 2011.
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Wednesday, June 29, 2011
Stock Market Volatility Skew Still Shows Complacency / Stock-Markets / Volatility
By: Tony_Pallotta
I continue to "obsess" about the volatility skew. For those new to the skew and what is means please read here first. After the May 2010 correction the skew and vix both converged and continued to correlate for the most part through August 2010. Since that time they have diverged as some investors began buying further out of the money options versus the masses who continue to sell volatility whether as a form of speculation (selling puts) or simply ignoring the need for portfolio insurance.Read full article... Read full article...