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Posts tagged "CBOE"

A super contango in fear

This is a guest post for FT Alphaville by Theo Casey, a columnist at Futures & Options World, blogging on the back of FOW’s European Equity Options conference in Amsterdam....

The Vix distortion quantified

Are volatility-linked exchange-traded products (ETPs) getting too big for the Vix futures market? Are they comprising the price discovery role of Vix futures? Are they the reason...

Time for position limits on Vix futures?

Holy cow! Index Universe – self-described defenders of the ETF industry — have admitted there may be an issue with these products affecting the underlying assets, after all....

CBOE Holdings’ CEO Discusses Q3 2011 Results – Earnings Call Transcript

CBOE Holdings (CBOE)

Q3 2011 Earnings Call

November 03, 2011 4:30 pm ET

Executives

Edward T. Tilly - Executive Vice Chairman and Executive Vice Chairman of CBOE

Debbie Koopman -

Alan J. Dean - Chief Financial Officer, Executive Vice President of Finance & Administration and Treasurer

Edward L. Provost - Executive Vice President

William J....

CBOE Holdings’ CEO Discusses Q3 2011 Results – Earnings Call Transcript

CBOE Holdings (CBOE)

Q3 2011 Earnings Call

November 03, 2011 4:30 pm ET

Executives

Edward T. Tilly - Executive Vice Chairman and Executive Vice Chairman of CBOE

Debbie Koopman -

Alan J. Dean - Chief Financial Officer, Executive Vice President of Finance & Administration and Treasurer

Edward L. Provost - Executive Vice President

William J....

CBOE Holdings’ First Investor Day – Conference Call Transcript

CBOE Holdings, Inc. (CBOE)

Analyst Day Call

October 5, 2011 10:00 ET

Executives

Debbie Koopman – Director of Investor Relations

Bill Brodsky – Chairman and Chief Executive Officer

Ed Tilly – Executive Vice Chairman

Dick DuFour – Executive Vice President

Ed Provost – Chief Executive, Vice President, Business Development

Paul...

Vix settlement weirdness

News comes our way of there being some concern in the market about the Vix settlement process.In one phrase: It’s off.That is to say, it is not settling as it ought to....

[FOW Amsterdam] The Bernanke 1×2 Call Spread

By Theo Casey, a columnist at Futures & Options World, blogging live from FOW’s European Equity Options conference in Amsterdam.Presenting the best trading idea of the...

Earnings vs event-driven stock correlations

During last summer’s US economic slump, the CBOE S&P 500 implied correlation index hit a couple of intraday record highs before starting a consistent (if jumpy) downward...

CDS options market multiplies alongside questions

What’s over-the-counter, a derivative, and expands despite financial crises?The CDS index options market.Last month Citigroup revealed in “a brief CDX options primer”...

Options Update: CBOE Volatility Index Down 5.8% to 19.04

Filed under: OptionsCBOE Volatility Index (VIX) is recently down 1.16 to 19.05, below its 10-day moving average of 22.74, and above its 50-day moving average 18.81. GameStop Corp. (GME) April 21 and 22 calls are active on call option implied volatility...

Wednesday links: routine jobs

Quote of the day Ashwin Parameswaran, “The routine jobs of 20th century manufacturing and services that were so amenable to creating mass employment are increasingly a thing of the past.”  (Macroeconomic Resilience) Chart of the day The VIX has risen but the VIX futures curve has flattened.  (CBOE) Strategy Carl Richards, “If you don’t have a plan,...