Markets get new fear index as VIX doesn't seem to be up to the job of fully measuring volatility anymore despite warnings signs
Put simply: In the age of 0DTE, Wall Street may need a new fear gauge.CBOE Global Markets Inc., the Chicago-based exchange operator behind the VIX, has announced that a new one-day version of its flagship volatility index is poised to launch. The CBOE 1-Day Volatility Index is scheduled to start on April 24, according to a notice on the company’s website.
“This makes sense because so much of the volume has moved to shorter tenors,” Amy Wu Silverman, head of derivatives strategy at RBC Capital Markets, said. “I’ve been joking that the VIX is going through a mid-life crisis, being replaced by someone younger .”Article content Zero-day options have spiked in popularity since May, when CBOE expanded existing short-term derivatives to include Tuesday and Thursday expirations, blanketing each weekday.
France Dernières Nouvelles, France Actualités
Similar News:Vous pouvez également lire des articles d'actualité similaires à celui-ci que nous avons collectés auprès d'autres sources d'information.
Cboe launches 1-day cousin to Wall Street ‘fear gauge’ as ODTE options boomU.S. derivatives exchange caters to growing investor interest in trading short-dated options
Lire la suite »
Opinion | Putin hopes to scare off foreign journalists with Gershkovich’s arrestOpinion: Putin has made the media the front line of his battle for control of Russian hearts and minds. He hopes to scare off foreign journalists with detention of the Wall Street Journal reporter Evan Gershkovich.
Lire la suite »
Prominent Bay Street economist disputes Bank of Canada's assertion that wages are stoking inflationManulife economist Frances Donald says structural changes such as trade barriers and climate change have altered inflation dynamics. Read on.
Lire la suite »
Prominent Bay Street economist disputes Bank of Canada's assertion that wages are stoking inflationManulife economist Frances Donald says structural changes such as trade barriers and climate change have altered inflation dynamics. Read on.
Lire la suite »
Prominent Bay Street economist disputes Bank of Canada's assertion that wages are stoking inflationManulife economist Frances Donald says structural changes such as trade barriers and climate change have altered inflation dynamics. Read on.
Lire la suite »
Elon Musk says birth control could spell the end of humanity\u0027I can’t emphasize this enough, there are not enough people\u0027: He told the audience at a 2021 Wall Street Journal event
Lire la suite »