RVX Archives - Cboe Blogs

  • Market News | Trader Talk | Futures | Trade Ideas | Feb 7, 2015, 12:25 PM

    The Week in VIX - 2/2 - 2/6

    The Week in VIX - 2/2 - 2/6

    With a 17% drop in VIX, the week ended not just in contango, but pretty steep contango. Especially when looking at February versus the spot. Also taking into account there is a week and a half remaining until February settlement. February at almost a 2 point premium to VIX in a pretty good indication that traders are still worried about the health of the overall stock market and the possibility that February settlement comes in higher than current levels. I’m going to deviate a[...]

  • Market News | VIX | Trader Talk | Futures | Jan 1, 2015, 2:17 PM

    Russell 2000 Volatility in 2014

    Russell 2000 Volatility in 2014

    As tough as 2014 was for small cap stock performance as represented by the Russell 2000 (RUT – 1204.70) the index did manage to put up a positive year. At the end of the third quarter the RUT was down just over 5% on the year so all the gains (and then some) for small cap stocks came in the fourth quarter. For most of 2014 the risk perception for holding small cap stocks was justifiably high. I wrote about this earlier this week in a blog about what the CBOE Russell 2000 Index[...]

  • Market News | VIX | Dec 30, 2014, 9:56 AM

    Everyone Loves Small Cap Stocks - But What Does the Market Say?

    Everyone Loves Small Cap Stocks - But What Does the Market Say?

    For most of 2014 the Russell 2000 has been the red headed step child of the US equity market. Small caps ruled the roost in 2013 but lost their luster for most of this year. That is until recently. I’m currently taking the week off from CBOE which means I spend all day watching the business networks. I hear lots of positive comments regarding small cap stocks and their prospects for next year. It is one thing to hear people on TV tell us such things, but it is more important to see some numbers[...]