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Tag Archives: CBOE

JLN Options: Look Out Vix, Treasury Volatility Falls on Speculation Fed to Maintain Policy, Implied Volatility and the Debt Ceiling Crisis Newsletter,Options

Lead Stories Look Out Vix, Here Comes a New Way to Measure Volatility Yahoo! Finance Scott Nations, founder and CIO of NationsShares has a new product coming that he says is a better tool for tracking volatility and the way people on Wall Street really think of it. VolDex is an exchange he’s created that strips away the more obscure derivatives and measure the meat and potatoes options linked to the S&P 500 itself using the SPDR ETF. http://jlne.ws/1akON4q***DA: I am dying to know how measuring the volatility of meat and potatoes will help me gauge the market. Treasury Volatility…

JLN Options: CME Sees Record Volumes in WTI-Brent Crude Oil Spread Options, Deutsche Bank Launches Trading Platform for U.S. Equity Options, Completion of FINRA’s Analysis of Submitted Claims Pertaining to Facebook IPO Newsletter,Options

Observations & Insight CBOE will begin its expanded trading hours on Monday, October 28th for the CBOE Volatility Index futures. The longer day is aimed at attracting more overseas trading by adding 5 hours and 45 minutes to the trading day in two phases. The initial start of October 21, was postponed due to the government shutdown. Here is the schedule from CBOE: · Fifteen minutes after the 3:15 p.m. (Chicago time) close of VIX futures, the market will reopen for a new trading period from 3:30 p.m. to 4:15 p.m. (Chicago time). Trading will then resume at 7:00 a.m….

JLN Options: What Was Behind Yesterday’s Crazy S&P 500 Options Volume? Newsletter,Options

Lead Stories What Was Behind Yesterday’s Crazy S&P 500 Options Volume?   Adam Warner – Schaeffer’s Investment Research Strange volume in the S&P 500 Index (SPX) August puts yesterday, yowza. With the index in the 1,680 range, 29,000 of the August 1300 puts traded, 39,632 of the August 1250 puts traded, and 17,933 of the August 1200 puts traded. In fact, every put in the August series down to 1115 traded on the open. Even the August 500 puts traded! http://jlne.ws/17oraCY **Not sure where it all ended today but 2.5 hours into today’s trading 10 million options had been traded putting…

JLN Options: Meet the Biggest Bear Newsletter,Options

Lead Stories Meet the Biggest BearSteven M. Sears – Barron’sRecent trading by one major investor implies that he sees the VIX, now around 16.8, more than doubling by August.http://jlne.ws/1b2QQIu Wall Street Week Ahead: Fed fears may be gone but brace for volatilityAngela Moon – ReutersPanic selling on fears of an early exit of the U.S. Federal Reserve’s stimulus efforts may be over, but the stock market may still face wild intraday swings as investors scramble to position themselves for Friday’s payrolls report.http://jlne.ws/1b2R9TE VIX Sends the Market Good VibesBrian Stutland – CNBCThe market is rising, but not as quickly as the…

JLN Options: OPTIONS REPORT: Industry Opposes Tax Proposal Newsletter,Options

Lead Stories OPTIONS REPORT: Industry Opposes Tax ProposalGregory Bresiger – Traders MagazineTraders’ advocates say a tax proposal now in Congress is bad news for investors and would do serious harm to the options industry.A  draft proposal before the U.S. House of Representatives Committee on Ways & Means calls for taxing unrealized gains and losses on options positions, rather than waiting until any gain or loss is realized as is the current practice. It would also apply ordinary income taxes to any gain rather than capital gains taxes.http://jlne.ws/15JS1H6 Options Investors Remain Wary as VIX Falls  Kaitlyn Kiernan – The Wall Street JournalThe…

JLN Options: The Market Sends a Buy Signal (Really) Newsletter,Options

Lead Stories The Market Sends a Buy Signal (Really)Steven M. Sears – Barron’sOptions guru Larry McMillan says a key indicator suggests the selling may have abated—at least for the short term. Here’s the trade.http://jlne.ws/10lC5Mz CME among the winners of stock market turbulenceJason Abbruzzese and Arash Massoudi – Financial TimesVolatile interest rates may have been an unpleasant shock for US stock investors but the sharp swings have not been bad news for all. Shareholders of CME Group have emerged as one of the few winners of the recent market turbulence.http://jlne.ws/12kS4uW About That €8 Billion Italian Derivatives Hit…Christopher Emsden – The Wall…

JLN Options: Options on Debt Derivatives Nearing $100 Billion: Credit Markets Newsletter,Options

Lead Stories Options on Debt Derivatives Nearing $100 Billion: Credit MarketsAbigail Moses – BloombergThe market for options on credit derivatives indexes has surged more than 40 percent in the past month to $98.8 billion as investors search farther afield for cheap hedges protecting against a sell-off in the bond markets.http://jlne.ws/11Wte05 VIX and VIX ETFs spike as fear of “The Bernank” enters marketsWall Street Sector SelectorFear is back in the marketplace, and VIX, the CBOE S&P 500 Volatility Index, also known as the “fear indicator,” spiked higher last week along with VIX ETFs.http://jlne.ws/11WuBvM IntercontinentalExchange Receives European Commission Approval for NYSE Euronext…

JLN Options: Time to Start Fearing the VIX, Again Newsletter,Options

Lead Stories Time to Start Fearing the VIX, Again Steven Russolillo – The Wall Street JournalThe market’s so-called fear gauge started showing signs of life this week, a development that historically doesn’t bode well for stocks.http://jlne.ws/16mJYly CBOE Holdings, Inc : Volume In CBOE’s S&P 500 Index Options Beats All-Time High Set In 2010Press Release (CBOE)The Chicago Board Options Exchange (CBOE) today reported that trading volume in S&P 500 Index options (SPXSM) contracts on Thursday, June 20 established a new daily record of 2,282,029 contracts traded.http://jlne.ws/130emFF New Daily Volume Record of 2,282,029 for SPX OptionsMatt Moran – CBOEA key factor impacting the…

JLN Options: FOA and FIA Announce Agreement to Combine Organisations under Global Structure Newsletter,Options

Lead Stories FOA and FIA Announce Agreement to Combine Organisations under Global StructurePress Release (FOA and FIA)The Futures and Options Association and the Futures Industry Association today announced an agreement in principle to combine their two organisations under one global structure and brand called FIA Global.Under this agreement, FIA—with its affiliate FIA Asia—will form a confederation with FOA under FIA Global.http://jlne.ws/147xCfD (PDF)FAQs on FOA and FIA Affiliation: http://jlne.ws/13VRMKS (PDF) Equity Volatility Surges Globally Amid Record Futures: OptionsCecile Vannucci and Nikolaj Gammeltoft, BloombergBusinessweekStock volatility jumped around the world, with the U.S. benchmark gauge surging the most in two months, after speculation…