historical volatility

Bitcoin Options Would Tame This Beast; High Hopes for Low Vol; Death of FX Volatility

by Spencer Doar | Dec 11, 2017

Observations & Insight The Spread - Week of 12/4 - 12/8 JohnLothianNews.com A JLN debut! The Spread is a brief weekly recap of some of the notable activity in the options world. (It won't always be this crypto heavy - we swear.) The following are stories...

The Crowded Short Vol Trade; Earnings drive swings; Monthly volumes

by Spencer Doar | Dec 5, 2017

Observations & Insight Cboe Throws Launch Date Punch at Crosstown Rival CME Spencer Doar - JLN Aren't people supposed be getting into holiday mode? Isn't December supposed to be slow, with nothing but junior staff running around trying not to mess things up? In...

The Low Vol Puzzle; Post Bank say BOJ should sell puts; Buying dips

by Spencer Doar | Nov 16, 2017

Observations & Insight FANG+ Puts the UMPH Back into the Markets and Exchange Competition John Lothian - JLN Hallelujah! The magical power of innovation from exchange competition in Chicago is alive and well after a noticeable absence. The NYSE FANG+ index at ICE...

Volatility Is World’s Undervalued Asset; Acting Like Risk Doesn’t Exist

by Spencer Doar | Oct 25, 2017

Lead Stories Volatility May Be the World’s Only Undervalued Asset Class Doug Kass – RealClearMarkets I have argued that risk is underpriced because in large measure of the structural changes in the markets and participants positioning. Risk is an ever-present...

VIX Bits: The Thermometer Isn’t Broken

by Spencer Doar | Oct 23, 2017

On the 30th anniversary of the ‘87 market crash last week, Cboe, in collaboration with ProShares, hosted a panel discussion “Current Dynamics of the VIX Market.” There was a lot to glean - from the applications of VIX ETPs to unique...

Exceed targets Cboe in trade secrets case; New options broker Matrix eyes China; Risk Alchemy

by Spencer Doar | Oct 20, 2017

Lead Stories Exceed Investments targets Cboe Options Exchange in trade secrets case Maria Nikolova - FinanceFeeds Exceed accuses Cboe Options Exchange of Fraudulent Inducement, Promissory Estoppel, Breach of Contract, Misappropriation of Trade Secrets, and violations...