Rare Batman Pattern Forming in VIX

Just as it seemed as if the end of the world was nearing, I am pleased to report a...
by Bill Luby - Oct 23, 2008 - in Economy

SPX Options Carpet Bomb Pushes VIX SOQ to 63.04 (!)

Kudos to Adam at Daily Options Report for getting all over the VIX expiration story...
by Bill Luby - Oct 22, 2008 - in Economy

CBOE Offers New VIX Term Structure Data

I noticed today that the CBOE has decided to devote a portion of the VIX section of...
by Bill Luby - Oct 22, 2008 - in Economy

VIX Drops 20% in One Day…Again

Sometimes a big move in the VIX is significant and sometimes it is a lot harder to...
by Bill Luby - Oct 21, 2008 - in Economy

The VIX in the Context of Historical Volatility of the SPX

The chart below uses the same data (7/1 - 10/17/08) as the chart from the previous...
by Bill Luby - Oct 20, 2008 - in Commentary

SPX Historical Volatility Snapshot

Adam at Daily Options Report had a post up over the weekend in which he explained...
by Bill Luby - Oct 20, 2008 - in Economy

TED Spread and VIX Both Coming Back to Earth?

It remains to be seen whether yesterday’s new high of 81.17 in the VIX turns out...
by Bill Luby - Oct 17, 2008 - in Economy

VIX:VXV to 1.51

There is no such thing as a guaranteed bottom, but there is a high probability that...
by Bill Luby - Oct 16, 2008 - in Economy

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