bill-luby

Bill Luby

Bill is a private investor, whose research and trading interests focus on volatility, market sentiment, technical analysis, options and exchange-traded products. His work has been has been quoted in the Wall Street Journal, Financial Times, Barron’s and other publications. A frequent contributor to Barron’s, Bill also co-founded Expiring Monthly: The Options Traders Journal and authors the VIX and More blog as well as a weekly investment newsletter from just north of San Francisco. Bill has a BA from Stanford University and an MBA from Carnegie-Mellon University. When not trading or blogging, he can often be found running, hiking and kayaking in Northern California.

  • Market News | Sep 4, 2015, 11:36 AM

    China Growth and Market Structural Integrity Top List of Fear Poll Concern

    China Growth and Market Structural Integrity Top List of Fear Poll Concern

    After a hiatus of almost a year (the October 2014 pullback, to be exact), I have reprised the VIX and More Fear Poll in an attempt to get some insight into which issues have been responsible for bring fear back into the investing equation and in so triggering the highest VIX spike (53.29) outside of the 2008-09 financial crisis and the #5 and #6 one-day VIX spikes ever on consecutive days. In the chart below, I have summarized the top ten responses from almost 400 voters, covering 40 countries over[...]

  • Strategy | Jul 1, 2015, 11:47 AM

    Monday’s 34% VIX Spike and What to Expect Going Forward

    Monday’s 34% VIX Spike and What to Expect Going Forward

    One of the top posts of 2013 was All-Time VIX Spike #11 (and a treasure trove of VIX spike data), in which I sliced and diced the twenty largest one-day VIX spikes in the history of the VIX. Nineteen of those spikes were in excess of 30% and with all-time #5 arriving later in 2013 and all-time #15 and #16 following in 2014, I was compelled to comment that despite the seemingly low VIX and concerns about complacency, 2014 Had Third Highest Number of 20% VIX Spikes. Fast forward to the present and[...]