Bill Luby Articles

ISEE Equity Call to Put Ratio at Highest Level in 16 Weeks

The ISEE equity call to put ratio hit a 16 week high of 189 on Friday, as investors...
by Bill Luby - Dec 29, 2008 - in The Markets

End of Year Volatility Links

Now that the VIX is down more than 50% from its October peak, it seems as if...
by Bill Luby - Dec 29, 2008 - in The Markets

SPX Ten Day Historical Volatility at Lowest Level Since September 12

There are quite a few ways in which to measure historical volatility...
by Bill Luby - Dec 26, 2008 - in The Markets

The VIX Annual Cycle

Two years ago, when I was the only person reading this blog, I posted about VIX...
by Bill Luby - Dec 24, 2008 - in The Markets

VIX Holiday Crush

The VIX has been steadily declining during the month of December, from the high 60s...
by Bill Luby - Dec 23, 2008 - in The Markets

The VIX, Lehman Brothers, and Forecasting

Jeff Kearns and Michael Tsang of Bloomberg have an article out today (VIX Fails to...
by Bill Luby - Dec 22, 2008 - in The Markets

Recognition for VIX and More

It is always nice to be acknowledged for the contributions you make, but it is...
by Bill Luby - Dec 22, 2008 - in The Markets

Chart of the Week: Fed Funds Rate Drops to 0.11%

Thanks to the Federal Reserve’s decision to drop their target Fed Funds rate to an...
by Bill Luby - Dec 20, 2008 - in The Markets

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