DiffResearch Volatility Recap 12.11.12
The CBOE Volatility Index® (VIX®), the SPX option derived measure of implied volatility, fell -0.48 today to close at 15.57 while the underlying SPX index gained 9.29 to close at $1427.84, a 0.65%...
View ArticleVacation
I will be going on vacation for the next couple of weeks. Copyright secured by Digiprove © 2012 Michael Mccarty
View ArticleVolatility Index Arbitrage: A Specific Case: VIX vs. VXN
This month’s “VIX Futures in Focus” included in this month’s “Futures in Volatility” from the CBOE Futures Exchange (CFE) marks the last monthly issue. Forthcoming issues will be published on a monthly...
View ArticleVolatility Checkup – February 2013
Much like scheduling an annual health checkup for your birthday or changing the batteries in the fire extinguishers each leap day, investors should review volatility markets each month at expiration....
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