Slicing and Dicing All 31 Flavors of the VIX ETPs

Ten months have passed since the last time I attempted to graphically depict all the...
by Bill Luby - Nov 22, 2011 - in Commentary

Front Two Months of VIX Futures Slip Back Into Contango

For the first time since the end of July the front two months of the VIX futures are...
by Bill Luby - Sep 16, 2011 - in Commentary

Economic Data Not Supporting Gloom and Doom Forecasts At Least for Now

For over a year I have been examining how economic data in the United States has...
by Bill Luby - Aug 30, 2011 - in Commentary

Echo Volatility and Another VIX Double Top

Back in 2007, I wrote extensively about the phenomenon I dubbed echo volatility, in...
by Bill Luby - Aug 19, 2011 - in Commentary

The Convergence of VIX and VIX Futures at Expiration

VIX futures and options expire 30 days prior to the expiration of options in the...
by Bill Luby - Aug 12, 2011 - in Commentary

VIX Suggests Investors Don't Believe Rally Is Sustainable

Back in 2007 and 2008 I had a shipload of posts talking about the SPX:VIX...
by Bill Luby - Aug 11, 2011 - in Commentary

VIX Sets Some New Records, Suggesting Volatility Near Peak

Just a week ago the VIX seemed to be lagging behind the growing investor anxiety...
by Bill Luby - Aug 09, 2011 - in Commentary

VIX Term Structure Evolution Over Last Ten Days

If you think the last two weeks have turned the investing world upside down, well...
by Bill Luby - Aug 05, 2011 - in Commentary

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