Trading activity in Vix futures hit record levels last Thursday (August 10) as levered and inverse volatility exchange-traded products (ETPs) scrambled to rebalance their holdings. As volatility rose, ...
VIX Non-Commercial Speculator Positions: Large volatility speculators continued to boost their bullish net positions in the VIX futures markets this week, according to the latest Commitment of Traders ...
VIX Commercial Positions: The commercial traders position, hedgers or traders engaged in buying and selling for business purposes, totaled a net position of 125,136 contracts on the week. This was a ...
Stocks are volatile. That much is understood by most investors, but what exactly is volatility and how is it measured for the overall stock market? You may have seen references to something called the ...
There is a bewildering array of volatility-linked products in existence, but virtually all of them have one thing in common: they are based on the Vix. Developed 20 years ago, the Vix index, known as ...
Asset managers flipped to net-long VIX futures exposure, adding 5.2k long contracts and reducing shorts by -6.4k contracts. I noted in last week’s report that bullish bets for the VIX were rising ...
Samantha (Sam) Silberstein, CFP®, CSLP®, EA, is an experienced financial consultant. She has a demonstrated history of working in both institutional and retail environments, from broker-dealers to ...
Large speculators flipped to net-long VIX exposure for the first time since January 2019. They also flipped to net-short exposure to Dow Jones futures, increasing gross shorts by 22% (2.9k contracts) ...
The Cboe Volatility Index, or VIX, is a benchmark that measures the expected future volatility of the S&P 500 index. Many, or all, of the products featured on this page are from our advertising ...
Peter Gratton, Ph.D., is a New Orleans-based editor and professor with over 20 years of experience in investing, economics, and public policy. Peter began covering markets at Multex (Reuters) and has ...