SPX Archives - Cboe Blogs

  • Market News | Feb 6, 2017, 8:55 AM

    The Weekly Options News Roundup – 2/5/2017

    The Weekly Options News Roundup – 2/5/2017

    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 Launches S&P 500 Range-Bound Premium Income Index On Tuesday, CBOE announced the launch of the CBOE S&P 500 Range-Bound Premium Income Index (SPRI).  The index, which is designed to serve as a benchmark for investors aiming for consistent income distributions[...]

  • Market News | VIX | Trader Talk | Strategy | Trade Ideas | Feb 6, 2017, 7:44 AM

    Weekend Review of Russell 2000 Options and Volatility - 1/30 - 2/3

    Weekend Review of Russell 2000 Options and Volatility - 1/30 - 2/3

    Small caps continue to close the gap on large cap stocks as the Russell 2000 (RUT) gained 0.52% last week while the Russell 1000 (RUI) was up by 0.18%.  On the volatility front the CBOE Russell 2000 Volatility Index (RVX) remains at the historical high end of value relative to VIX.  This can be attributed to VIX hovering around multiyear lows as much as RVX not following VIX to the lowest end of the range.   On Monday, as the first trading day of the week came to a close one trader[...]