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Tag Archives: treasury volatility

Volcker Rule expectations tempered; Cboe’s VIX volume problems Newsletter,Options

Observations & Insight Volatility Views 306: Setting Things Straight on VIX Manipulation (AUDIO) The Options Insider Today’s guest is Tom Lee, Managing Director at Investment Strategy and Research at Parametric. bit.ly/2LLhJsa ****SD: Skip to the ~7 minute mark for the start of VIX settlement talk. Main points: 1) lots of participants in VIX futures don’t hold through settlement “messiness” (as Lee calls it), 2) this pertains to a very small window of time and should not be viewed as an indictment of the overall VIX complex or its underlying SPX options and 3) Mark Sebastian said the Cboe should think…

Volatility Plumbs Record Lows as Stock, Bond Rallies Accelerate; U.S. stock options attractive as earnings reports roll in; Could Deep Learning Dethrone HFT? Newsletter,Options

Observations & Insight Moon landing markets: A sea of tranquility Spencer Doar – JLN Who doesn’t like some context? If you didn’t realize it, on this day 48 years ago, man first landed on the moon (if you believe that sort of thing). In July 1969, the S&P 500 was trading in the 90s. Like, nine zero. There was not an options exchange, let alone multiple ones. It was simply the backwoods put and call business involving newspaper ads. Above: Apollo mission flight diagram Meanwhile, the S&P 500 and Nasdaq hit all time highs yesterday. If today’s flattish/kind of up…