Articles By: VIX And More | Bill Luby

ETPs Turn to Selling Options to Generate Income

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

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

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

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

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

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

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

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

VXX and VXZ Celebrate Fourth Birthday

What better way to celebrate your birthday than by ripping off a huge gain

The Inverted Percentile VIX

The Inverted Percentile VIX

For the most part, the VIX moves in the opposite direction of stocks