Tag: CBOE MARKET VOLATILITY INDEX
Contents Step 1: Determine the delta to hedge Step 2: Determine the micro futures contracts needed Step 3: Setting the order Conclusion This is an interesting question that came to…
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Contents Shorting volatility The Danger of Shorting Volatility August 18 August 23 August 24 – Selling Another Call August 30 FAQs Conclusion If you know about the collar option strategy,…
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Is there any relationship between selling options profitably and the level of the VIX Index? Has selling straddles at higher VIX Index levels historically been more profitable than selling straddles…
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The CBOE has four primary volatility index products: VXST, VIX, VXV, and VXMT. Each volatility index quantifies S&P 500 Index (SPX) option prices with varying lengths of time until expiration….
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After all, at their core, options are just contractual agreements between a buyer and seller to potentially do a transaction on a specific date. And the process that ensures that…
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This week’s most highly-anticipated event risk has passed, and in its wake we are left with higher rate Fed expectations, an uncertain Dollar outlook and a drop in expected volatility….
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Despite spiking yesterday, market volatility is hovering around the lowest levels we have seen for the last six month as measured by the VIX index. The next VIX spike could…
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Anxiety is rippling through the markets in advance of the heavy event risk ahead. While the FOMC rate decision may be the peak event – particularly for the US –…
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Volatility has started dropping but is still elevated compared to a “normal” market. In high volatility environments, option premiums increase. Higher volatility means a 15 delta put is now further…
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Below you will find the VIX expiration calendar for 2022, 2023, and 2024, plus historical expiration dates going back to 2004. Contents What Is VIX? VIX Expiration Details Weekly VIX…
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