VIX surprisingly flat despite selloff
June 20, 2013
Equity indexes dropped sharply after remarks by Federal Reserve Chairman Ben Bernanke yesterday afternoon, but the CBOE Volatility Index and its futures didn't show expected gains.
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Videocast: Traders bid up VIX calls
June 19, 2013
Group One's Jamie Tyrrell says the volatility skew "has been on fire all day" as traders buy protection in July VIX calls at higher levels.
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June VIX contracts settle at 17.22
June 19, 2013
The June futures settlement is well off their close of 16.75 yesterday and above the morning high for the spot volatility index.
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Equities rally again, led by small caps
June 19, 2013
The major equity indexes rallied again ahead of the Federal Reserve's announcement today as the CBOE Volatility Index slipped modestly.
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Videocast: Round-trip in volatility index
June 18, 2013
DRJ, filling in for Group One's Jamie Tyrrell, tracks the sharp VIX moves up and then back down based on speculation over the Fed's remarks tomorrow.
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