Nifty closes below 26,000, indicating continued range-bound behaviour. India VIX and implied volatility show signs of rising.
The VIX index is known to be mean-reverting. Its level is expected to trend toward its long-term average over time. The VIX is currently rather low, so one could bet on a rise in the VIX with UVXY.
The major instruments to trade volatility are VIX futures and S&P 500 options. In this article I compare these methods and show when to use each. For long volatility exposure, buying VIX futures is ...
The Cboe Volatility Index (VIX), commonly known as the fear index, measures the market's expectation of short-term volatility among stocks. Based on S&P 500 index options with near-term expiration ...
Three market indicators tend to dominate financial media coverage and investor sentiment. The S&P 500 gauges equity market strength, while the 10-year Treasury yield reflects interest rate ...
For many years, shorting long volatility ETNs has been among the most crowded trades, and the time decay of the VXX has been the center of attention for volatility traders. The short volatility trade ...
With the CBOE Volatility Index (VIX) fluctuating around 30, a level that indicates moderately high market stress, investors are looking at a well-timed entry in volatility-targeting exchange-traded ...
Darell Huff wrote in his 1954 book 'How to Lie with Statistics', "If you torture the data long enough, it will confess to anything". I am about to do just that with the Volatility Index. The VIX ...
Headlands Technologies LLC bought a new stake in 2x Long VIX Futures ETF (BATS:UVIX – Free Report) during the first quarter, HoldingsChannel.com reports. The fund bought 1,209 shares of the company’s ...
Gordon Scott has been an active investor and technical analyst or 20+ years. He is a Chartered Market Technician (CMT). Katrina Ávila Munichiello is an experienced editor, writer, fact-checker, and ...