VXEWZ Archives - Cboe Blogs

  • Market News | VIX | Trader Talk | Futures | Jan 1, 2015, 7:26 PM

    Brazilian Volatility in 2014

    Brazilian Volatility in 2014

    The chart below shows what volatility does leading up to an uncertain election in an emerging market. The CBOE Brazil ETF Volatility Index (VXEWZ – 34.21) looked more like a chart of implied volatility for a one product biotech stock in front of a do or die FDA announcement. What happened after the election was a bit unexpected, at least by the author of this blog. Post—election volatility has remained high regardless of the performance of the iShares MSCI Brazil Capped ETF (EWZ –[...]

  • Market News | Dec 23, 2014, 2:04 PM

    Review of Volatility in 2014 (Part 2) – Brazil VIX Hit 72.83; Oil VIX Hit 57.55

    Review of Volatility in 2014 (Part 2) – Brazil VIX Hit 72.83; Oil VIX Hit 57.55

    Dec. 22, 2014 – Looking back on commodity volatility and global volatility in 2014, I’d like to highlight a couple of volatility indexes that shot up to daily closing highs for the year – The CBOE Crude Oil ETF Volatility Index (OVX) closed at 57.55 on Dec. 15 as oil prices plummeted (the average daily close for the OVX this year is only 22.3), and The CBOE Brazil ETF Volatility Index (VXEWZ) closed at 72.83 on October 20, before the presidential election in Brazil (the average[...]