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Cboe Blog

Cboe Global Markets, the largest U.S. options exchange and creator of listed options, continues to set the bar for options trading through product innovation, trading technology and investor education.

  • Market News | Jul 29, 2015, 2:21 PM

    Earnings Analysis: Attention on $DECK

    Earnings Analysis:  Attention on $DECK

    Editor's note:  We would like to welcome Park Research LLC @ParkResearch to the CBOE Options Hub family with their look at DECK in front of tomorrow's earnings report.  Now just about every trader knows that both $GOOGL and $NFLX blew out of the water. So, which earnings trade has potential like that this week? Most traders might guess that $AAPL or $AMZN might be just that stock. And that’s very possible. However, I believe that this other stock has potential to blow premium sellers[...]

  • Market News | Jul 27, 2015, 11:22 AM

    Where Is The Floor? - Weekly Market Outlook

    Where Is The Floor? - Weekly Market Outlook

    Once the bearish ball got rolling last week, it got rolling in spades. In retrospect, however, the pullback makes sense in terms of when, where, and why. The S&P 500 (SPX) (SPY) as well as the NASDAQ Composite (COMP) both bumped into major technical ceilings, and right on cue, began a retreat that likely isn't over yet. We'll dissect the breakdown below, as always. First though, we need to run down last week's and this week's key economic numbers. Economic Data Though a light week in terms of[...]

  • Market News | VIX | Jul 24, 2015, 3:00 PM

    The Weekly Options News Roundup – 7/24/2015

    The Weekly Options News Roundup – 7/24/2015

    The Weekly News Roundup is your weekly recap of CBOE features, options industry news and VIX and volatility-related articles from print, broadcast and online and social media outlets. A 24/7 VIX? VIX futures are available for trading nearly 24 hours a day….is it time for the VIX Index to be calculated around the clock? “The Case for a 24-Hour VIX” – Steven M. Sears, Barron’s http://on.barrons.com/1JfHYle VIX Futures Weeklys Are Here The CBOE Futures Exchange (CFE) launched[...]

  • Market News | Jul 24, 2015, 2:17 PM

    TYVIX Weekly Review – 7/24/2015

    TYVIX Weekly Review – 7/24/2015

    A Lull in Volatility This week there was a pause in the “Euro ex-Greece” crisis and the plunge in Shanghai stock prices. In addition, Federal Reserve Chair Janet Yellen told Congress in her semi-annual testimony last week that the first Fed Fund target rate increase will come in 2015, and this week’s economic calendar was light. No wonder there was a lull in volatility. TYVIX, CBOE’s real-time benchmark for Treasury volatility, decreased to 5.37 from 6.69 last Friday, which[...]

  • Market News | Trader Talk | Trade Ideas | Jul 23, 2015, 2:49 AM

    Earnings Next Week - 7/27 - 7/31 by Jackie Schuler

    Earnings Next Week - 7/27 - 7/31 by Jackie Schuler

    Editors note – Jackie Schuler is a rising Junior at Purdue University and is working as an intern this summer at The Options Institute.  She’s focused on helping Russell Rhoads with compiling this weekly earnings blog, searching out block trades to use as examples in classes, and developing programs focused on the next generation of option traders. It turns out next week has a busier earnings calendar than the current week.  Russell certainly picked a good time to leave[...]

  • Market News | Jul 20, 2015, 11:55 AM

    Russell 2000 Index Lags on Today’s Rally

    Russell 2000 Index Lags on Today’s Rally

    The momentum in technology and health care stocks continue to lead the large cap U.S. equity market higher.  Alternatively, the Russell 2000 small cap index is trading lower as today’s price action is hovering down towards its 50 day moving average (1258.11). The divergence between the small cap and large cap indices is reflected in their respective volatility indexes. The RVX – VIX spread chart highlights a widening spread as RVX +.49  higher and VIX -.35 from Friday’s[...]

  • Market News | VIX | Jul 17, 2015, 1:55 PM

    The Weekly Options News Roundup – 7/17/15

    The Weekly Options News Roundup – 7/17/15

    The Weekly News Roundup is your weekly recap of CBOE features, options industry news and VIX and volatility-related articles from print, broadcast and online and social media outlets. CBOE: A Global Company To better serve CBOE’s growing international client base, the company has promoted Andy Lowenthal to lead its Business Development for CBOE, CFE, and Livevol, who will focus on its expanding global client services. “CBOE’s Andy Lowenthal to lead business development for CBOE,[...]

  • Market News | Jul 16, 2015, 4:02 PM

    Earnings Next Week - 7/20 - 7/24 by Jackie Schuler

    Earnings Next Week - 7/20 - 7/24 by Jackie Schuler

    Editors note - Jackie Schuler is a rising Junior at Purdue University and is working as an intern this summer at The Options Institute.  She's focused on helping Russell Rhoads with compiling this weekly earnings blog, searching out block trades to use as examples in classes, and developing programs focused on the next generation of option traders. I have been told that this coming week is the busiest week for earnings reports since this blog was created.  After compiling all the numbers[...]

  • Market News | Technical Analysis & Charts | Jul 13, 2015, 4:29 PM

    Russell 2000 Risk On/Volatility Off

    Russell 2000 Risk On/Volatility Off

    Today’s market rally including US small-cap stocks is lifting the Russell 2000 to its current level 1264.06 well above its 50 day moving average (1253.67). © 1999-2015 StockCharts.com. All Rights Reserved. Another contributing factor for the Russell 2000 is the net flows of cash leading to the creation of ETFs on the IWM.  ETF.com reports a net flow of $1.158 bln. into IWM for the week of 7/06 – 7/10/15. As a result of the rally, the volatility on the Russell 2000 Index (RVX)[...]

  • Market News | VIX | Trader Talk | Futures | Jul 11, 2015, 1:20 PM

    TYVIX Weekly Review - 7/11/2015 by Catherine Shalen

    TYVIX Weekly Review - 7/11/2015 by Catherine Shalen

    Every day Brings a New Twist to TYVIX, Benchmark for Treasury Volatility The referendum in Greece on Sunday was a non-event for Treasury volatility. TYVIX opened at 6.70 on Monday, 1.82% above its closing value on July 2nd, but by 10:30, TYVIX was back to 6.58. Equity and FX volatilities were more reactive. VIX opened 11.08% higher, EUVIX 6.71% higher, JYVIX 5.74% higher and BPVIX 3.32% higher. After this open, Treasury prices began a rally which lasted until Thursday, as investors responded to[...]

  • Market News | VIX | Trader Talk | Jul 10, 2015, 2:08 PM

    The Weekly Options News Roundup – 7/10/2015

    The Weekly Options News Roundup – 7/10/2015

    The Weekly News Roundup is your weekly recap of CBOE features, options industry news and VIX and volatility-related articles from print, broadcast and online and social media outlets. Back to the Futures A pioneer of the short-term options known as Weeklys, CBOE successfully bridged the gap between monthly expirations with these event-driven contracts. Now CBOE is expanding the concept to include its proprietary VIX futures contracts, adding Weeklys futures on July 23rd.  The launch will be[...]

  • Market News | Jul 6, 2015, 8:25 AM

    The Weekly Options News Roundup - Holiday Week Edition

    The Weekly Options News Roundup - Holiday Week Edition

    The Weekly News Roundup is your weekly recap of CBOE features, options industry news and VIX and volatility-related articles from print, broadcast and online and social media outlets. Watch VIX and TYVIX as Uncertainty in Europe Grows Greece’s debt crisis has Jon Najarian keeping an eye on two key volatility indexes. The VIX Index, a measure of the S&P 500 and the TYVIX Index, a measure 10-year Treasury Notes, can both be used to monitor volatility as a potential exit of Greece from the[...]

  • Market News | Jun 29, 2015, 10:59 AM

    Russell 2000 (RVX) Volatility on the Rise

    Russell 2000 (RVX) Volatility on the Rise

    After posting new highs last week (1296.00 on 6/23), the Russell 2000 has slipped in four consecutive days closing Friday at 1279.79 (-1.25%).  With this morning’s markets reacting sharply lower on the news of Greece closing its banks temporarily, a closer look at the CBOE Russell 2000 Volatility Index is warranted.  Traded on the CBOE, the CBOE Russell 2000 Volatility Index options can offer an effective hedge.  As highlighted in the chart below, the CBOE Russell 2000 Volatility[...]

  • Market News | VIX | Blogging Options | Jun 26, 2015, 1:50 PM

    The Weekly Options News Roundup – 6/26/2015

    The Weekly Options News Roundup – 6/26/2015

    The Weekly News Roundup is your weekly recap of CBOE features, options industry news and VIX and volatility-related articles from print, broadcast and online and social media outlets. Stock Market Less Volatile; Bonds, Not So Much The overall market has seen little volatility over the past few months, but bonds have been on a turbulent ride.  The CBOE/CBOT 10-Year Treasury Note Volatility Index (TYVIX) can help navigate the volatility in bonds, as explained by CBOE’s Research Director[...]

  • Market News | VIX | Jun 19, 2015, 2:32 PM

    The Weekly Options News Roundup – 6/19/2015

    The Weekly Options News Roundup – 6/19/2015

    The Weekly News Roundup is your weekly recap of CBOE features, options industry news and VIX and volatility-related articles from print, broadcast and online and social media outlets. VIX Trading Going Global The interconnectedness of today’s global markets is underscored by the impact that macroeconomic incidents in one corner of the world have on another.  Volatility doesn’t sleep, and now, neither does trading VIX (and SPX) options. “CBOE Extends VIX and SPX Options Trading[...]