#CBOE Archives - Cboe Blogs

  • Jun 2, 2017, 8:58 AM

    VIX Index Closes Below 10 Again, as Professor Called VIX Level the Biggest Financial Mystery

    VIX Index Closes Below 10 Again, as Professor Called VIX Level the Biggest Financial Mystery

    On June 1st the CBOE Volatility Index® (VIX®) closed at 9.89. June 1st marked only the 14th day on which the VIX Index closed below 10 (its price history begins in 1990). Six of the 14 days on which the VIX Index closed below 10 occurred in 2017 (see Exhibit 1 below for a list of all 14 dates). REMARKS AT CFA ANNUAL CONFERENCE On May 21 through 24 I listened to several outstanding speakers 70th CFA Institute Annual Conference in Philadelphia. Speakers’ remarks that were among the most[...]

  • May 10, 2017, 2:05 PM

    SPXW Weekly Options A.D.V. Rises above 500,000, as 3rd Friday SPXW Options Now Are Available

    SPXW Weekly Options A.D.V. Rises above 500,000, as 3rd Friday SPXW Options Now Are Available

    By Matt Moran This week I received inquiries about the trends in options volume. The large-sized SPXW Weekly options have successfully seen volume growth over each the past seven years. Key points about SPXW Weekly options include – VOLUME. Average daily volume (a.d.v.) in the first four months of 2017 was 500,964 contracts, (up 30% over the a.d.v. for the full year of 2016; see Exhibit 1 below); MANY EXPIRATIONS. SPXW Weeklys options have expirations on ten upcoming dates in May[...]

  • Apr 30, 2017, 3:30 PM

    The Weekly Options News Roundup – 4/30/2017

    The Weekly Options News Roundup – 4/30/2017

    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 Turns 44 On April 26, 1973, CBOE created the listed options industry.  911 contracts on 16 stocks changed hands on that fateful first day 44 years ago this week.   Now, with four different options markets, CBOE’s options platforms trade an average of nearly seven million contracts[...]