Tag: VIX
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What is the VIX Suggesting about Investor Complacency and Future Volatility?
The CBOE Volatility Index® (VIX® Index®) is a key measure of market expectations of near-term volatility conveyed by S&P 500 stock index option prices. Since its introduction in 1993, theVIX® Index has been considered by… Read More
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The VIX, as I see it…
The CBOE Volatility Index (VIX) reached a low point last week not seen since 2007 as evidenced by the chart below. To see a closer view of the last period, below I included the last… Read More
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Declining (Low) Volatility = Rising (High) Complacency
When we speak of trends, we want to recognize a trend can be rising or declining, high or low. These things are subjective, because there is infinite ways to define the direction of a trend,… Read More
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Investors are Complacent
Implied volatility, the amount of “insurance premium” implied by the price of options, continues to suggest that investors are becoming very complacent. When the VIX is high or rising, it says the market expects the… Read More