VIX Macro Cycles and a New Floor in the VIX
vixandmore.blogspot.com 9/28/2009 — The last time I updated my as VIX macro cycle chart, a little more than five months ago, the VIX had just dipped below 40.00 and I was looking at a bottom as low as 25.00 or so. For awhile, the area around 24.00 offered significant support, but with Wednesday’s low of 22.19, it is time to ...

VIX Fixation
condoroptions.com 8/12/2009 — It seems these days that the entire world is gasping at, of all things, minor twitches in out-month VIX futures. Earlier this week, Bloomberg’s strength ebbed and I caught them as, overcome, they whisper’d, “ VIX Signals S&P ...

Late Day Rallies, the SPX and the VIX
vixandmore.blogspot.com 5/30/2009 — Today was an interesting trading day, particularly during the last hour of equity trading. The graphic at the bottom records (in Pacific Time) the intraday movements in the VIX, which was essentially flat for all but the first hour and the last 22 ...

The 1000th Post
vixandmore.blogspot.com 6/23/2009 — If Blogger’s math is to be believed, this is my millennial post. I had originally intended to roll this post out with limited fanfare, but a strange confluence of events has caused me to reconsider. First, over the weekend, the blog received substantial accolades from Barron’s options columnist ...

VIX: Still the Fear Index?
minyanville.com 4/7/2009 — The CBOE Volatility Index, VIX , was created and began tracking market data in June, 1988. For most of its 20-year history, VIX was considered by many traders and investors to be a measure of the current fear or complacency of market participants. ...

VIX Searching for It's Mojo
adamsoptions.blogspot.com 12/23/2008 — Apparently the days of the VIX having utility are gone. Why? It didn't call the fall swoon, says some guys in this Bloomberg article. Investors are starting to abandon volatility as a forecasting tool for stocks after one of the most-used measures ...

What the VIX Thinks About Tuesday’s Breakdown
vixandmore.blogspot.com 1/21/2009 — I know I shouldn’t be referring to the VIX as a sentient being, but I get so many questions along the lines of “what does the VIX think about…?” that I hope I can be excused for an occasional anthropomorphic slip of the keyboard. In any event, I ...

VIX Expiration Straddles
vixandmore.blogspot.com 4/16/2009 — With less than an hour left before today’s trading session comes to a close and the April VIX options can no longer be traded, this seems like as good a time as any to mention a pure overnight volatility gamble: the VIX expiration straddle. I have ...

More Volatility + Less Fear = Lower VIX?
vixandmore.blogspot.com 3/12/2009 — Yesterday’s rally resulted in a 6.4% jump in the SPX and pulled the 10 and 20 day historical volatility in the SPX up to levels not seen since December. While very few investors are convinced that last week’s bottom is now safe, there is a growing ...

Quick VXX
adamsoptions.blogspot.com 6/12/2009 — Got some recent questions on this VXX, so just wanted to run a quick refresher. VXX is an ETN that tracks a rolling 30 day VIX future. So right here, right now, it's pretty close to a July future. A VIX future itself is a cash settled estimate for ...