Articles By: VIX And More | Bill Luby
ETPs Turn to Selling Options to Generate Income
With SLVO, Credit Suisse is essentially extending the methodology they pioneered with the Credit Suisse Gold Shares Covered Call ETN (GLDI)
Four Years of SPX Pullbacks in One Plot
Each time stocks correct, I invariably receive requests from readers to update my SPX pullback summary data
The Low Volatility Story in Pictures
Lately I have not been able to help being bombarded by articles extolling the virtues of investing in low volatility exchange-traded products.
Another Record in VIX Call Volume
The events of three weeks ago now look a little less impressive in light of today’s new record in VIX call volume
Lowest VIX Close Since Day Before Biggest VIX Spike Ever
In other words, I would characterize today’s VIX as artificially low and considerably lower than the near-term VIX calculation (VIN)
Some Thoughts on the CBOE RMC
Nancy Davis of AllianceBernstein probably summarized best what is happening in the volatility space
Beyond SPLV: The Expanding Universe of Low Volatility ETPs
The spike in volatility that hit a climax on Monday has apparently passed with the swiftness of a summer thunderstorm
Record VIX Options Volume and Large Purchases of VIX Calls
With about a half hour left in today’s trading session, purchases of VIX options are unusually high – much higher than yesterday.
VXX and VXZ Celebrate Fourth Birthday
What better way to celebrate your birthday than by ripping off a huge gain









