VIX and More

[The following originally appeared in the November 2012 edition of Expiring Monthly: The Option Traders Journal. I thought the contents might be timely in light of the upcoming holiday season.] With fewer trading days and a historical record that favors an uptick in stocks and a downtick in volatility, the end of the year never fails to present an intriguing set of trading opportunities. One phenomenon related to the above is something I have labeled the “holiday effect,” which is the tendency of the CBOE Volatility Index (VIX) December futures to trade at a discount to the midpoint of the VIX November and January futures. This article provides some historical analysis of the holiday effect and analyzes how the holiday effect has been manifest and evolved over the course of the past few years. Background and Context on the Holiday Effect on the VIX Index

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Bespoke Investment Group - Think BIG Next week will be extremely busy on the earnings front with no less than 550 companies set to report their first quarter numbers. Below is a list of some of the largest and most widely followed companies set to report. For each stock, we provide its report date and time along with some key statistics collected from our Interactive Earnings Report Database (available to Bespoke Institutional members). On Monday morning we'll hear from Halliburton (HAL), while Netflix (NFLX) is set to report Monday afternoon. NFLX has gotten slammed over the last few weeks, and traders will be anxious to see if the sellers are proven right or wrong. Tuesday morning brings reports from United Tech (UTX) and McDonald's (MCD), while AT&T (T), Gilead (GILD), Amgen (AMGN) and Intuitive Surgical (ISRG) are set for Tuesday after the close.

Volatility Futures & Options The Art of Contrarian Trading Chart.ly Blog FT Alphaville - The week in four charts, via Fast FT. And what’s coming next week. Read more Larry Summers was interviewed by Chrystia Freeland at the INET conference in Toronto last week, in a conversation that very usefully expanded upon his thoughts about secular stagnation. VIX® Views Calculated Risk Slope Of Hope with Tim Knight Trading Goddess Stock Market News, Commentary, and Analysis Do you realize that since last summer, the Market Vectors Israel ETF (ISRA) has significantly outperformed the S&P 500? Israeli stocks were up over 20% whereas the stock market was up only about 12% over the same period. Investors looking for dividends with Israeli stocks have more than half a dozen to choose from.

Distressed Volatility