This past week the financial markets experienced some big earnings announcements, Facebook had the biggest one-day loss of market value by a single company in U.S. stock market history, and Cboe has received more interest in updated volatility charts and analysis.
Cboe offers dozens of volatility indexes that serve as leading gauges of investor sentiment, including the VXZN, VXAPL, VXGOG, and VIX® indexes in the sixth chart below.
VOLATILITY SKEW CHARTS FOR OPTIONS ON SPX, FB, GOOG, AMZN, & APPL
According to the five volatility skew charts below showing LiveVol Pro analyses with estimates of implied volatility at around 12:30 CT on Friday, the estimates for implied volatility had these ranges –
FOUR VOLATILITY INDEXES – VXZN, VXAPL, VXGOG, VIX
Cboe offers dozens of volatility indexes that serve as measures for expected future volatility, and can be very useful to investors who are trying to gauge sentiment intraday or on a long-term basis. The chart below shows the VXZN, VXAPL, VXGOG, and VIX indexes. For single stocks, implied volatility often has risen before an earnings announcement and declined after an earnings announcement.
To learn more about ways in which Cboe options can help you manage the risks and returns in your equity portfolios, please visit these links --
Jeffrey Hymen contributed to the content of this Blog.