• Jun 20, 2018, 9:56 AM

    Big Volume for VIX Futures during Global Trading Hours (GTH) on June 19

    Big Volume for VIX Futures during Global Trading Hours (GTH) on June 19

    Estimated volume for futures on the Cboe Volatility Index® (VIX®) during Global Trading Hours (GTH) rose to more than 79,000 contracts on June 19, making the GTH session one of the busiest on record. VIX futures often are used for portfolio management purposes in times of financial market uncertainties, and the financial markets recently have digested news about tariffs and possible trade wars, and a recent headline at wsj.com noted “Markets Begin to Take Threat of Trade War Seriously.” VIX[...]

  • VIX | Apr 3, 2018, 8:38 AM

    Seven Charts for the 25th Anniversary of VIX Index

    Seven Charts for the 25th Anniversary of VIX Index

    This week Cboe is launching a month-long celebration of the 25th anniversary of the introduction of the Cboe Volatility Index® (VIX® Index), which Cboe began publishing in April 1993.  The creation of the VIX Index is one of the most significant innovations of the modern financial marketplace. Over the last 25 years, the VIX Index has grown to become the world’s accepted measure of market volatility, a gauge that is accessed day and night by investors worldwide. Below are seven[...]

  • VIX | Oct 9, 2017, 3:16 PM

    Four Facts to Help Address the Issue – Is the VIX “Low” in 2017?

    Four Facts to Help Address the Issue – Is the VIX “Low” in 2017?

    In the past year a number of news reporters and others have asked if the CBOE Volatility Index® (VIX®) was at an unusually “low” level in light of all the worldwide geopolitical uncertainties. The average daily closing levels for the VIX Index are 19.4 since January 1990, but only 12.8 since June 2016. At the 70th CFA Institute Annual Conference in May 2017, Richard Thaler of the University of Chicago opined that the “low” level of the VIX Index was one of the[...]