Sentences with phrase «volatility index at»

The news that a whistleblower had contacted US regulators alleging manipulation of the VIX, a volatility index at the heart of the recent market turmoil, highlights near universal reliance on information that stock market indices provide.

Volatility remains subdued, with the Chicago Board Options Exchange Volatility Index at 11.50.

Not exact matches

CNBC's Bob Pisani takes a look at the performance of regular index funds during this period of volatility.

As a result the volatility index, known as the VIX, was at its highest since November 9 - a day after the U.S. elections, though it was close to record lows earlier this week — before the tensions escalated.

Davis, who spoke with CNBC at the Sohn Conference in October, then warned that so many investors were shorting Cboe's Volatility index (VIX) that a mild uptick in market uncertainty could lead to an exaggerated spike in vVolatility index (VIX) that a mild uptick in market uncertainty could lead to an exaggerated spike in volatilityvolatility.

The S&P 500 Volatility Index, or VIX, surged higher, rising above 50 at one point last Tuesday, one of the highest levels ever recorded.

This wasn't unexpected, since the market was rising in just the right mix of conditions: Volatility as measured by the Cboe's index was at historic lows, the GOP was set to pass the most comprehensive corporate - tax reform in decades, and economies around the world were in growth mode.

The most common measure used to assess volatility in the U.S. is the VIX index, which has been persistently at low levels for the past year.

The VIX index, which tracks volatility in stocks, sits at roughly 12 on Friday, maintaining its year - long stay below its long - term average.

The MOVE index — which looks at the volatility of bonds — surged after the election, as the sell - off and shakiness in fixed income came to a head.

The better - known VIX volatility index traded at nearly 19, but peaked above 50 during one of the largest sell - offs in early February.

The Cboe Volatility Index (VIX), widely considered to be the best gauge of fear in the market, hit its lowest level since Feb. 1 and traded more than 11.5 percent lower at 14.62.

All of that increases market volatility, at both an index and a company level, says Paul Moroz, Mawer Investment Management's deputy chief investment officer.

The bank's MOVE Index of volatility in the world's largest bond market was at 82.7 on May 29, up from 75.3 at the end of April and compared with an average of 77.6 over the past five years.

It isn't just equities: Bank of America Merrill Lynch has a Move Index that looks at expected volatility in the U.S. Treasury market.

The CBOE Market Volatility Index ($ VIX) is a contrarian index that essentially measures the level of fear in the market at any given time (which is based on market voVolatility Index ($ VIX) is a contrarian index that essentially measures the level of fear in the market at any given time (which is based on market volatilIndex ($ VIX) is a contrarian index that essentially measures the level of fear in the market at any given time (which is based on market volatilindex that essentially measures the level of fear in the market at any given time (which is based on market volatilityvolatility).

«It's neither good nor bad,» said Michael Schmanske, head of United States index volatility trading at Barclays Capital.

These weak hands could certainly cause an uptick in short - term volatility as they pile into and out of index funds at inopportune times.

Looking at monthly Bloomberg data from 1994 to the present, changes in the VIX Index, a measure of U.S. equity volatility, explain nearly 20 % of the variation in the relative return between gold and the S&P 500 Index.

The Chicago Board Options Exchange Volatility Index finished last week at a seven - year low before rallying 16 percent during the first two days of the week, the biggest surge since April.

At the same time, we view the improvement in global conditions as contributing to investor complacency, which has been reflected in subdued volatility index readings in Europe and the United States during 2017.

The CBOE Volatility Index, also known as the VIX, traded within a narrow range on Tuesday and eventually settled at 15.49, where it was down more than 2 % from Monday's close.

The Volatility Index (VIX) got crushed, finishing at the lowest level, near 15, since the crash in early February.

The Strategic Growth Fund remains fully hedged, with the same «staggered strike» position we had at the 2007 peak, which strengthens our defense against potential market losses by raising the strike prices of our defensive put options, at a cost of just over 1 % of assets in additional put premium (which is relatively inexpensive with the CBOE volatility index currently at about 17).

Investment advisory bearishness remains at a low 30 % level, and the CBOE volatility index is ominously low as well.

Meanwhile, the CBOE volatility index (which measures option premium costs and is a very good intermediate - term indicator) remains at an uncharacteristically low 20 % reading, with virtually no increase during the recent selloff.

That drop in the volatility index speaks to how this earnings season hasn't been as volatile, in terms of stock reactions, as it may seem at first blush.

The Chicago Board Options Exchange Volatility Index slipped 5 percent today to 12.11, closing for a second day at its lowest level in a month.

We have a saying that «when the CBOE Volatility Index1 (VIX Index) is low it's time to go» — the VIX is often referred to as the fear index or fear gauge, and when it's at low levels, we think it could be a prudent time to move a little more out of risk asIndex1 (VIX Index) is low it's time to go» — the VIX is often referred to as the fear index or fear gauge, and when it's at low levels, we think it could be a prudent time to move a little more out of risk asIndex) is low it's time to go» — the VIX is often referred to as the fear index or fear gauge, and when it's at low levels, we think it could be a prudent time to move a little more out of risk asindex or fear gauge, and when it's at low levels, we think it could be a prudent time to move a little more out of risk assets.

The size of the index - linked, short - volatility ETP market (which stood around USD 2.7 billion at the peak [1]-RRB- may call for even more hedging in light of this increased vega exposure should another VIX jump happen.

The VIX index — Wall Street's so - called «fear gauge» because it measures how much volatility investors expect in the future — had spiked above 50 early Tuesday, quadruple where it was about two weeks ago, before settling at 25 late Wednesday and them ramping up to 34 by late Thursday.

The question, which we can not answer at this point, is does this represent volatility reflecting fears over Europe (the export order index fell six points) and will orders bounce back (as the orders index did in November 2001) or is it a slide into something more worrying?

Wall Street hasn't been this confident since 1993 — at least, if you're a proponent of the CBOE VIX Volatility Index.

Subsequent to the election, the VIX index of volatility closed at its lowest level in over two decades.

Both the VIX volatility index and the «put / call» ratio on the options market are signalling the sort of complacency levels seen at past peaks.

by Recently the volatility in US stock markets has been extreme to say the least, with intra-day volatility in the Dow Jones index an astounding 2,588 points on Monday and experiencing another intraday rollercoaster of more than 1,246 points yesterday (up 434 points at market open, down 313 points, then up 499 points).

In fact, the CBOE Volatility Index (VIX) traded at its lowest level in decades for much of the year.1 Known as the fear gauge, the VIX reflects the market's short - term outlook for stock price vVolatility Index (VIX) traded at its lowest level in decades for much of the year.1 Known as the fear gauge, the VIX reflects the market's short - term outlook for stock price volatilityvolatility.

Looking at realized returns over the past month accessible via Bloomberg data, annualized volatility on the S&P 500 Index is above 30 percent, triple its early August level.

On September 25th a new daily volume record of 2.61 million contracts was set for options on the CBOE Volatility Index ® (VIX ®), as the VIX Index rose 6.5 % to close at 10.21 that day.

The Chicago Board Options Exchange Volatility Index (VIX) was little changed at 11.45.

Volatility, as measured by the Chicago Board Options Exchange Volatility Index (VIX), jumped as high as 15.50 at midweek before slipping to 11.90 on Friday.

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.

Monday, May 8, 2017 — After the results of the French election were announced yesterday, this was a notable day in the options and volatility markets — The CBOE Volatility Index ® (VIX ®) fell 0.80 points and closed at 9.77 (it lowest daily close since December 1993); Bloomberg's estimate of 30 - trading day historic volatility for thevolatility markets — The CBOE Volatility Index ® (VIX ®) fell 0.80 points and closed at 9.77 (it lowest daily close since December 1993); Bloomberg's estimate of 30 - trading day historic volatility for theVolatility Index ® (VIX ®) fell 0.80 points and closed at 9.77 (it lowest daily close since December 1993); Bloomberg's estimate of 30 - trading day historic volatility for thevolatility for the -LSB-...]

daily closing levels were 12.6 for VIX Index, and 10.0 for the 30 - trading - day implied volatility of at - the - money SPX options.

Today there were record - breaking one - day percentage moves for both the Cboe Short - Term Volatility Index (VXST), which rose 214.6 % to close at 59.34, and for the popular Cboe Volatility Index ® (VIX ®) which rose 20.01 points (or 115.6 %) to close at 37.32.

In fact, while there was significant volatility at times, the index didn't have one day where its closing price put it in the red, year - to - date.

On October 19th, 1987 markets around the world crashed at record speed, including a -20 % loss in the S&P 500 Index, and a spike to over 150 % in volatility.

On June 1st the CBOE Volatility Index ® (VIX ®) closed at 9.89.

Volatility, as measured by the Chicago Board Options Exchange Volatility Index (VIX), was little changed at 11.7.

On November 3 the Cboe Volatility Index ® (VIX ®) closed at 9.14, an all - time record low for both a daily and weekly closing value for the iIndex ® (VIX ®) closed at 9.14, an all - time record low for both a daily and weekly closing value for the indexindex.