VXFXI Archives - Cboe Blogs

  • Market News | Aug 27, 2015, 5:33 PM

    Interested in Managing Global Portfolio Exposure? Explore Options on MSCI Indexes

    Interested in Managing Global Portfolio Exposure? Explore Options on MSCI Indexes

    Interest in managing global portfolio exposure has grown in recent weeks. As shown in the price charts below, over the five-trading-day period from August 17 through August 24 – Two key global stock indexes – the MSCI EAFE Index (MXEA) and MSCI Emerging Markets Index (MXEF) – both fell by more than 5%; Several volatility indexes rose considerably – the CBOE Emerging Markets ETF Volatility Index (VXEEM) rose 120%; CBOE EFA ETF Volatility Index (VXEFA) rose 112%, and CBOE China[...]

  • Market News | Aug 18, 2015, 4:52 PM

    Implied Volatility for the FXI China ETF August Options Jumped 20% the Past Two Days

    Implied Volatility for the FXI China ETF August Options Jumped 20% the Past Two Days

    August 18 – A report today at http://money.cnn.com noted that – “The bears have returned in China. The Shanghai Composite shed 6.2% on Tuesday, once again bringing the key index below the 3,800 point mark. …Tuesday's slump was the sharpest decline since July 27.” RISE IN IMPLIED VOLATILITY FOR THE AUGUST FXI OPTIONS A key issue for options investors is - how does the volatility in the Chinese stock markets impact the prices and implied volatility of exchange-listed options[...]