http://www.inveslogic.com/tags/volatility Blog Articles Tagged with 'volatility' at http://www.inveslogic.com en http://www.inveslogic.com/sectors/directory/bill-cara/1148474?rsstype=tag&tag=volatility Extreme volatility on low volume continues to be the hallmark of the US equity market. Yesterday was a classic roller-coaster, driven mostly by programmed trading as human traders stood on the sidelines.... Wed, 19 Nov 2008 08:24:03 -0500 http://www.inveslogic.com/sectors/directory/bill-cara/1148474?rsstype=tag&tag=volatility http://www.inveslogic.com/sectors/directory/etf-investor/1148136?rsstype=tag&tag=volatility The market turned in another wild ride last week, chalking up hours within which the value of the Dow Jones Industrials Index varied dramatically. From top to bottom on Thursday, the Dow varied by 950 points, and closed on an enthusing rally. On Frid... Mon, 17 Nov 2008 06:49:38 -0500 http://www.inveslogic.com/sectors/directory/etf-investor/1148136?rsstype=tag&tag=volatility http://www.inveslogic.com/sectors/directory/etf-investor/1148041?rsstype=tag&tag=volatility Over the past few months, even the most seasoned investors have become a little sea-sick . Extreme volatility is more the norm, and triple-digit swings in the Dow are occurring far too often. So .has the market finally reached bottom? As much as I... Mon, 17 Nov 2008 05:22:27 -0500 http://www.inveslogic.com/sectors/directory/etf-investor/1148041?rsstype=tag&tag=volatility http://www.inveslogic.com/sectors/directory/etf-investor/1147888?rsstype=tag&tag=volatility The Oxford Dictionary defines volatility as liable to change rapidly and unpredictably, especially for the worse. It s not as if investors do not know this by now, as global stock markets were again subjected to extreme fluctuations dur... Sun, 16 Nov 2008 08:22:47 -0500 http://www.inveslogic.com/sectors/directory/etf-investor/1147888?rsstype=tag&tag=volatility http://www.inveslogic.com/sectors/directory/etf-investor/1147889?rsstype=tag&tag=volatility Still wondering how you can profit by paying attention to institutional options flow? Every day our specialized tools pick up thousands of significant trades made by the most informed, well-capitalized, sophisticated traders. Strategies range from si... Sun, 16 Nov 2008 08:16:58 -0500 http://www.inveslogic.com/sectors/directory/etf-investor/1147889?rsstype=tag&tag=volatility http://www.inveslogic.com/sectors/directory/daily-options-report/1147775?rsstype=tag&tag=volatility I've heard of Erin Burnett Rallies before, but this is ridiculous.SPY went from 88.72 to 91.15 from 2 PM to 3 PM. Then proceeded to have a Bartiromo Meltdown and close at 86.62. Ouch.But hey, could have been worse. If you were short TZA. It lifted fr... Sat, 15 Nov 2008 16:50:00 -0500 http://www.inveslogic.com/sectors/directory/daily-options-report/1147775?rsstype=tag&tag=volatility http://www.inveslogic.com/sectors/directory/daily-options-report/1147656?rsstype=tag&tag=volatility Hey, if you like your volatility for the longer term, and you think it's about 1930 right now on the Crash Clock, you may be in luck. MarketSci Blog looks at some charts, and sees this (hat tip Abnormal).A few non-surprises here. (1) Volatility fro... Fri, 14 Nov 2008 14:42:00 -0500 http://www.inveslogic.com/sectors/directory/daily-options-report/1147656?rsstype=tag&tag=volatility http://www.inveslogic.com/sectors/directory/etf-investor/1147319?rsstype=tag&tag=volatility The global recession has hit China in a big way. Over 67,000 factories have closed in the last three months. An estimated 50 million Chinese workers are now unemployed, according to the usually overly positive government estimates. Protests or mas... Fri, 14 Nov 2008 05:35:30 -0500 http://www.inveslogic.com/sectors/directory/etf-investor/1147319?rsstype=tag&tag=volatility http://www.inveslogic.com/sectors/directory/etf-investor/1147257?rsstype=tag&tag=volatility It was not very long ago that investors had become incredibly complacent about market risk. Over recent years, I have written a number of articles that suggested that market volatility was in temporary decline, but that volatility was likely to retu... Thu, 13 Nov 2008 18:09:47 -0500 http://www.inveslogic.com/sectors/directory/etf-investor/1147257?rsstype=tag&tag=volatility http://www.inveslogic.com/sectors/directory/etf-investor/1147169?rsstype=tag&tag=volatility One year ago the CBOE launched the VXV, which is a variant of the VIX that calculates implied volatility in SPX options over the course of the next 93 days instead of the 30 day time window used by the VIX. In December 2007, with the VXV less than o... Thu, 13 Nov 2008 15:39:34 -0500 http://www.inveslogic.com/sectors/directory/etf-investor/1147169?rsstype=tag&tag=volatility http://www.inveslogic.com/sectors/directory/daily-options-report/1147184?rsstype=tag&tag=volatility Imperfect as it may be, I find this 10 Day HV look at volatility the best proxy for trading conditions here and now.And if it seems like volatility has really tapered off, even as the market continues to get clubbed, we finally have a visual on that.... Thu, 13 Nov 2008 10:43:00 -0500 http://www.inveslogic.com/sectors/directory/daily-options-report/1147184?rsstype=tag&tag=volatility http://www.inveslogic.com/sectors/directory/dealscape/1146922?rsstype=tag&tag=volatility Australia's government on Thursday proposed permanent restrictions on certain types of short selling as part of a wider regulatory overhaul aimed at reducing volatility in its slumping stock...... Thu, 13 Nov 2008 09:45:16 -0500 http://www.inveslogic.com/sectors/directory/dealscape/1146922?rsstype=tag&tag=volatility http://www.inveslogic.com/sectors/directory/247-wall-street/1146955?rsstype=tag&tag=volatility Things are so bad at Crocs (CROX) that it is off nearly 50% down near $1. Optimer Pharmaceuticals (OPTR) continues to be volatility. Details here.. AgFeed...[[ This is a content summary only. Visit my website for full links, other content, and more! ... Thu, 13 Nov 2008 09:33:40 -0500 http://www.inveslogic.com/sectors/directory/247-wall-street/1146955?rsstype=tag&tag=volatility http://www.inveslogic.com/sectors/directory/daily-options-report/1147185?rsstype=tag&tag=volatility CXO Advisory studies the relationship between the VIX and future stock market returns.Experts and pundits often cite a very high (low) Chicago Board Options Exchange (CBOE) Volatility Index (VIX) as an indication of investor panic (complacency), and ... Thu, 13 Nov 2008 06:39:00 -0500 http://www.inveslogic.com/sectors/directory/daily-options-report/1147185?rsstype=tag&tag=volatility http://www.inveslogic.com/sectors/directory/etf-investor/1146782?rsstype=tag&tag=volatility In previous letters we have said that markets do not like uncertainty . These words certainly bear repeating now, because the markets are getting ever-increasing doses of same - - - and are reacting just as one would expect - - - lurching sever... Thu, 13 Nov 2008 04:25:53 -0500 http://www.inveslogic.com/sectors/directory/etf-investor/1146782?rsstype=tag&tag=volatility http://www.inveslogic.com/sectors/directory/etf-investor/1146607?rsstype=tag&tag=volatility I have been receiving quite a few questions about the VIX lately. These are usually of the where is it going? or what does it mean? variety, but also quite a few from the do-it-yourself crowd who want to know how to best chart the VIX. ... Wed, 12 Nov 2008 16:03:33 -0500 http://www.inveslogic.com/sectors/directory/etf-investor/1146607?rsstype=tag&tag=volatility http://www.inveslogic.com/sectors/directory/daily-options-report/1146412?rsstype=tag&tag=volatility I knew it was a rough time for shippers lately, but yowza. Wasn't long ago that near month ATM calls in DRYS traded for over $10, now the whole company is essentially a call.Speaking of actual calls, volatility is in official moonshot territory. And ... Wed, 12 Nov 2008 10:40:00 -0500 http://www.inveslogic.com/sectors/directory/daily-options-report/1146412?rsstype=tag&tag=volatility http://www.inveslogic.com/sectors/directory/etf-investor/1146497?rsstype=tag&tag=volatility Government Intervention The backdrop to the extreme volatility we are experiencing has been a deteriorating economic picture and extraordinary government intervention to correct an ailing financial system. In the past eight weeks, the federal governm... Wed, 12 Nov 2008 10:27:22 -0500 http://www.inveslogic.com/sectors/directory/etf-investor/1146497?rsstype=tag&tag=volatility http://www.inveslogic.com/sectors/directory/daily-options-report/1146413?rsstype=tag&tag=volatility So it seems like only yesterday they were manipulating the SPX options to gin up the VIX settlement price for October.Well guess what, we're only a week until November expiration. As I discovered recently, there's reason behind the seeming randomness... Wed, 12 Nov 2008 06:52:00 -0500 http://www.inveslogic.com/sectors/directory/daily-options-report/1146413?rsstype=tag&tag=volatility http://www.inveslogic.com/sectors/directory/etf-investor/1146112?rsstype=tag&tag=volatility The average absolute one-day percentage change of the S&P 500 over the last 50 days is now 3.26%. As shown in the chart below, this kind of volatility over such a long period has only occurred a couple of times in the history of the index.click to ... Tue, 11 Nov 2008 16:31:11 -0500 http://www.inveslogic.com/sectors/directory/etf-investor/1146112?rsstype=tag&tag=volatility