The CBOE has announced a nice new email service for people wanted to know what weekly options are going to be offered each week. While the list has been relatively stable the CBOE recently extended the list to 35 offerings and they usually make a few tweaks each week. For example, they recently dropped USO in favor of NDX—something I’m not happy about. They …
UPDATE CVOL was shutdown by UBS in May of 2016. It never achieved enough assets for it to be a viable competitor CVOL’s stated goal is to “produce returns that are correlated to the CBOE Volatility Index (the “VIX Index”). ” So far no one has figured out a way to offer a direct investment in the VIX Index, so volatility traders must …
Since November 2009 I have been commenting on the eerie day to day correlation between the market (specifically SPY) of 2003/2004 and 2009/2010. These charts continue to track with November 16th’s closing value of SPY (118.16) differing only 0.28 points from SPY’s closing (117.88) on November 16th, 2004—six years ago. Recently I noticed another correction with the past—the market rally beginning in …
Tickers covered: AGG, BIL, SCJ, HYG, IEF, INY, JNK, LAG, LQD, MUB, PFF, TIP, TLT For dividend history data and charts from 2005 on click here. You can use the search window within the post (upper right) to search for a specific ticker, or increase the number of entries to show in the upper right box to 25 in order to see all the symbols. …
This week CBOE expanded their selection of weekly options from 31 to 35. The symbols added this week (expiring November 5th) are: IBM PCLN RIMM SLV. All these except PCLN (Priceline.com Inc.) have previously been on the list at some point. For more on the CBOE’s weekly options see here, or see my guest post in the August issue of the online …
