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Daily Commentary - Posted by on Jul 15, 2014, 8:26 AM GMT +1

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The Week in Volatility (CW 28/2014)

The Week in Volatility (CW 28/2014)

Jul Tuesday 15

Volatility in worldwide markets seem to slowly recover from anesthesia and showed some life again during the last week. The EURO STOXX 50 Volatility Index - down -15.76% last week in the aftermath of Thursday's ECB (European Central Bank) meeting -

Daily Commentary - Posted by on Jul 11, 2014, 4:09 PM GMT +1

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RVX and VXEEM - Reversion To The Mean ?

RVX and VXEEM – Reversion To The Mean ?

Jul Friday 11

It is the gap between the CBOE Russel 2000 Volatility Index® (RVX®) and the CBOE Emerging Markets ETF Volatility Index® (VXEEM®) which cought my eye these days. Despite the fact that the CBOE Emerging Markets ETF Volatility Index® (VXEEM®) has

Daily Commentary - Posted by on Jul 5, 2014, 9:31 PM GMT +1

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Update: The Week In Volatility (at all-time lows)

Update: The Week In Volatility (at all-time lows)

Jul Saturday 5

Volatility in worldwide markets not only remained quite low during the (shortened) week, a couple of volatility indexes posted (back-to-back) new all-time lows. The EURO STOXX 50 Volatility Index - up +19.69% last week in the forefront of Thursday's

Daily Commentary - Posted by on Jul 2, 2014, 12:17 PM GMT +1

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VXN, VXEEM and NKVI Continuous Contracs w/ All-Time Lows

VXN, VXEEM and NKVI Continuous Contracs w/ All-Time Lows

Jul Wednesday 2

International markets enjoyed strong gains on Tuesday's session while volatility dropped to new (all-time) lows. CBOE Nasdaq-100 Volatility Index Futures (VXN), CBOE Emerging Markets ETF Volatility Index Futures (VXEEM) and Osaka Nikkei Stock Averag

Daily Commentary - Posted by on Jun 30, 2014, 9:32 AM GMT +1

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VXEEEM And VXN Hit All-Time Lows

VXEEEM And VXN Hit All-Time Lows

Jun Monday 30

Volatility in worldwide markets remains quite low, and has fallen near - and partly to - record lows. Remarkable: the EURO STOXX 50 Volatility Index rose 19.69% last week (+3.36% on last Friday), while the EURO STOXX 50 lost -2.26% (only) and volatil

Daily Commentary - Posted by on Feb 18, 2012, 8:19 PM GMT +1

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OpEx and Index Highs

OpEx and Index Highs

Feb Saturday 18

The expected (see OpEx Week and Multi-Month High) short-term pullback took two days only, and the SPY (S&P 500 SPDR) closed out February's option expiration week with a streak of three consecutive sessions where a new trailing 1-year(+) high pri

Daily Commentary - Posted by on Feb 13, 2012, 8:50 PM GMT +1

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OpEx Week and Multi-Month High

OpEx Week and Multi-Month High

Feb Monday 13

At time of writing (2:36 pm ET) the SPY (S&P 500 SPDR) is up +0.77% and on the verge of closing at a fresh traling 1 year high. When the SPY had closed higher ≥ 0.50% at a fresh 3 (or more) months high on the first session of option expiration