$VIX Archives - CBOE Blogs

  • Apr 26, 2017, 10:37 AM

    CBOE's 44th Anniversary

    CBOE's 44th Anniversary

    CBOE turns 44 today, and we thought we'd provide 44 "fun facts" to mark the occasion.   The first day of trading for CBOE was April 26, 1973. 911 option contracts traded on the first day in 1973. There were only 16 stocks with options on the first day. Seats at CBOE were originally offered at $10,000. Initially put options were not permitted for trading. In 1973, the Black Scholes model was published in the Journal of Political Economy. In 1977 CBOE was permitted[...]

  • Apr 23, 2017, 4:30 PM

    The Weekly Options News Roundup – 4/23/2017

    The Weekly Options News Roundup – 4/23/2017

    The Weekly News Roundup is your weekly recap of CBOE features, options industry news and VIX Index and volatility-related articles from print, broadcast, online and social media outlets.      S&P 500 (SPX ) Options Volume Average daily volume (ADV) for SPX options is up for a fifth consecutive year.   ADV for SPX options rose to 1.18 million contracts in the first quarter of 2017, up 15% over the first quarter of 2016. Open interest for SPX options was 14.5 million contracts[...]

  • Apr 9, 2017, 1:52 PM

    The Weekly Options News Roundup – 4/9/2017

    The Weekly Options News Roundup – 4/9/2017

    The Weekly News Roundup is your weekly recap of CBOE features, options industry news and VIX Index and volatility-related articles from print, broadcast, online and social media outlets.       CBOE Hosts Chicago’s CAIA Chapter On Wednesday, Edward Szado of Providence College and Joe Gits of Social Market Analytics (SMA) delivered presentations at CBOE on the topic of Using Sentiment Analysis and the Volatility Risk Premium to Enhance Portfolio Returns A number subjects were[...]

  • Apr 2, 2017, 2:36 PM

    The Weekly Options News Roundup – 4/2/2017

    The Weekly Options News Roundup – 4/2/2017

    The Weekly News Roundup is your weekly recap of CBOE features, options industry news and VIX Index and volatility-related articles from print, broadcast, online and social media outlets.      CBOE’s Other Asset Class On Thursday, CBOE’s Phil Slocum, EVP, Chief Risk Officer, Deb Peters, VP, Options Institute, Doug Hoffman, Director and Tom Knorring, VP, Market Data Sales, retired after many years of dedicated service.  CBOE staff and family joined the retirees[...]

  • Mar 26, 2017, 4:40 PM

    The Weekly Options News Roundup – 3/26/2017

    The Weekly Options News Roundup – 3/26/2017

    The Weekly News Roundup is your weekly recap of CBOE features, options industry news and VIX Index and volatility-related articles from print, broadcast, online and social media outlets.     Beware of the Swan The term “Black Swan” is used to describe an unexpected event of large magnitude and consequence.  The CBOE Skew Index (SKEW) is often used to gauge the likelihood of a black swan-type event occurring.  Calculated from weighted strips of out-of-the money[...]

  • Mar 19, 2017, 4:32 PM

    The Weekly Options News Roundup – 3/19/2017

    The Weekly Options News Roundup – 3/19/2017

    The Weekly News Roundup is your weekly recap of CBOE features, options industry news and VIX Index and volatility-related articles from print, broadcast, online and social media outlets.      CBOE Hosts Press Briefing at FIA Conference On Wednesday, CBOE hosted a press briefing for journalists attending the 42nd annual international Futures Industry Association (FIA) Conference in Boca Raton, Florida. Chairman and CEO Ed Tilly, President and COO, Chris Concannon, CSO and[...]