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5/28/2019 11:13 AM
Volatility as an asset class has been through the wringer in 2019. The benchmark Cboe Volatility Index (VIX - 15.85) is down 37.6% year-to-date, as of this writing, contra the 12.7% rise in the S&P ...
2/25/2019 9:08 AM
The following is a reprint of the market commentary from the March 2019 edition of The Option Advisor, published on February 22. For more information, or to subscribe to The Option Advisor -- featur...
12/31/2018 10:52 AM
The following is a reprint of the market commentary from the January 2019 edition of The Option Advisor, published on December 28. For more information, or to subscribe to The Option Advisor -- feat...
10/16/2018 10:05 AM
It was just two short weeks ago in this space that we found ourselves looking askance at the state of the short volatility trade. And in the aftermath of last week's rapid-fire sell-off in stocks -- w...
10/2/2018 7:33 AM
The long-suffering iPath S&P 500 VIX Short-Term Futures ETN (VXX) continued on Friday to hang (admittedly by just a thread) above its Jan. 11 low of $25.84, despite the increasing pressure of its ov...

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