HKEx, CFE extending trading hours for popular products while CME trims back.
Volatility Trading Digest – Volatility Kings? Update
Volatility Kings? is our list of companies having a tendency to experience increasing options implied volatility as their quarterly reporting dates approach. The increasing implied volatility reflects uncertainty or the width of the possible stock price distribution on the report date.
VIX Inches Higher After Disappointing Jobs Report
The VIX saw its greatest intraday high in a month following Friday’s weak jobs report.
Option Block 232: Crushing Inflation
Action! Adventure! BOJ vows to crush inflation.
NYSE Euronext U.S. Equity Options March ADV Falls 8.6% Year-Over-Year
NYSE Euronext March U.S. equity options ADV fell 8.6% year-over-year.
CFE to Expand VIX Futures Trading Hours
CFE will expand trading hours for VIX futures.
CFTC Chilton Suggests Derviatives Markets Bill of Rights
CFTC Commissioner Bart Chilton suggests a “Bill of Rights” for end users of derivatives.
BATS: March U.S.Options Market Share Rises as Volume Declines
BAT U.S. options market share increased while its volume fell in March.
CME March Volume Flat Year-Over-Year
CME’s March volume was flat year-over-year.
ISE March Volume Declines 11.7% Year-Over-Year
ISE’s March volume declined 11.7% year-over-year.
VIX Futures Reaches All-Time High in March
VIX futures in March reached all-time highs.
Option Block 231: April Fool Joke from Tesla?
Is Tesla going to post a profit next quarter, or is just an elaborate April Fool’s joke?


