Documenti di Didattica
Documenti di Professioni
Documenti di Cultura
VXO
Share
More
Next Blog
Create Blog
Sign In
1) Subscriber Newsletter (14 day free trial) 2) EVALS (ETP Volatility Analysis Long/Short) - focusing on VIX ETPs 3) Expiring Monthly: The Option Traders Journal
1/16
11/13/12
S E A R CH T H E V I X A ND M O R E B LO G
Search
[source: VIX and More] So, in terms of record-keeping, there was no VIX or VXO in 1987, but a historical reconstruction of the VXO arrives at an intra-day high of 152.48 and closing value of 150.19 for Black Monday, October 19, 1987 as well as an all-time high intra-day VXO of 172.79 for October 20, 1987. The chart below details the action in the historical reconstruction of the VXO for the period from October 1987 to March 1988, when the VXO finally slid back below 30.
F O LLO W B Y E M A I L
Email address...
Submit
$4.95 Trades + $.65 per Contract - $4.95 per trade on stocks over $1. No Minimums. www.TradeKing.com
2/16
VIX 11/13/12 and More: VXO Chart f rom 1987-1988 and Explanation of VIX v s. VXO
1 C OMMEN T S: Anonymous said... Thanks for this article! It provides a nice recap of VIX and its history. By the way, you have a very nice blog! I came across it last week while reading up on potential uses of volatility as an asset class. I've been reading all I can to better understand VIX. Thanks again! FEBRU A RY 25 , 20 1 1 1 1 :36 A M Post a Comment L I N K S T O T HI S PO S T Create a Link
v ixandmore.blogspot.it/2008/10/v xo-chart-f rom-1987-1988-and.html
Ten Things Everyone Should Know About the VIX Overview of the U.S. Volatility Indices The Evolution of the Volatility Index Family Tree What Is High Implied Volatility? VXO Chart from 1987-1988 and Explanation of VIX vs. VXO
3/16
VIX 11/13/12 and More: VXO Chart f rom 1987-1988 and Explanation of VIX v s. VXO
Newer Post
Home
Older Post
DISCLAIMER: "VIX" is a trademark of Chicago Board Options Exchange, Incorporated. Chicago Board Options Exchange, Incorporated is not affiliated with this website or this website's owner's or operators. CBOE assumes no responsibility for the accuracy or completeness or any other aspect of any content posted on this website by its operator or any third party. All content on this site is provided for informational and entertainment purposes only and is not intended as advice to buy or sell any securities. Stocks are difficult to trade; options are even harder. When it comes to VIX derivatives, don't fall into the trap of thinking that just because you can ride a horse, you can ride an alligator. Please do your own homework and accept full responsibility for any investment decisions you make. No content on this site can be used for commercial purposes without the prior written permission of the author. Copyright 20072012 Bill Luby. All rights reserved.
V I X , S E NT I M E NT & O P T I O NS LI NK S
CBOE VIX Splash Page CBOE: All Volatility Indices Volatility ETPs (ETFdb) VIX Historical Prices Index Indicators (VIX, P/C, etc.) VIX Central VIX Daily 1 Year Volatility Chart VIX Futures Daily Market Stats Volatility Futures Quotes VIX ETPs (S&P Index Table) Put/Call Ratio vs. Volatility ISE Sentiment Index (ISEE) SPVXSP Quote/Chart Markit CDX Indices VIX COT Chart VolX (The Volatility Exchange) NYU/Stern Volatility Institute CBOE's Free Options Calculator Options Expiration Calendar (2012)
4/16
VIX 11/13/12 and More: VXO Chart f rom 1987-1988 and Explanation of VIX v s. VXO
F A V O R I T E O P T I O NS B LO G S
Condor Options Option Pit Surly Trader Don Fishback's Market Update Tyler's Trading Options for Rookies Differential Research Volatility Trader Six Figure Investing Volatility Futures & Options Volatility Analytics Stutland Volatility Group Distressed Volatility Options - The Naked Truth Intelligent Investor Blog Livevol CBOE: What's On Our Minds... VIX Views Quantum Financier Volatility Square Investing with Options Option Writer Market Taker Hot Option Babe What's Trading
v ixandmore.blogspot.it/2008/10/v xo-chart-f rom-1987-1988-and.html 5/16
VIX 11/13/12 and More: VXO Chart f rom 1987-1988 and Explanation of VIX v s. VXO
OptionPundit masteroptions 1Option Options Trading Beginner Daily Options Report (archives)
O T H E R B LO G S I F R E Q U E NT
Abnormal Returns The Big Picture TraderFeed Quantifiable Edges MarketSci ETF Prophet Sentiment's Edge The Kirk Report Zero Hedge Random Roger Crossing Wall Street Infectious Greed Bespoke Investment Group Information Arbitrage Trader's Narrative Putting the Pieces Together Decline & Fall of Western Civilization The Reformed Broker Average Time
v ixandmore.blogspot.it/2008/10/v xo-chart-f rom-1987-1988-and.html 6/16
VIX 11/13/12 and More: VXO Chart f rom 1987-1988 and Explanation of VIX v s. VXO
Afraid to Trade Cobra's Market View Finance Trends Leigh Drogen Calculated Risk Data Diary ETF Replay ETF Database ETF Daily News CSS Analytics Trading the Odds Au.Tra.Sy My Simple Quant The Aleph Blog The Chart Pattern Trader Humble Student of the Markets Quantivity Market Folly Quantum Fading Ripe Trade CXO Advisory Group Hamzei Analytics Ticker Sense Derek Hernquist Chris Perruna Econbrowser The Bonddad Blog The Macro Trader Billy Blog macroblog Brad Setser Credit Writedowns China Financial Markets A Fistful of Euros Behavioural Investing Michael "Mish" Shedlock Chris Martenson Felix Salmon A Dash of Insight Roseman Eruptions
v ixandmore.blogspot.it/2008/10/v xo-chart-f rom-1987-1988-and.html 7/16
VIX 11/13/12 and More: VXO Chart f rom 1987-1988 and Explanation of VIX v s. VXO
Toro's Running of the Bulls The Capital Spectator Jesse's Caf Amricain Bronte Capital Steen Jakobsen The Financial Ninja Bill Cara Technically Speaking Maoxian World Beta The Slope of Hope The Deipnosophist Reading the Markets bzbtrader Peridot Capitalist Trading for the Masses Calafia Beach Pundit Accrued Interest Alpha Edge
O T H E R I M P O R T A NT V O I CE S
Bernie Schaeffer Jeff Saut Larry Connors Todd Harrison Bill Gross Caroline Baum
v ixandmore.blogspot.it/2008/10/v xo-chart-f rom-1987-1988-and.html 8/16
VIX 11/13/12 and More: VXO Chart f rom 1987-1988 and Explanation of VIX v s. VXO
Mark Hulbert Fred Ruffy Chris McKhann Jay Kaeppel Nick Perry Marty Chenard Floyd Norris Kirk Shinkle
V I X A ND M O R E A LS O FEAT U R ED AT . . .
Barron's CBOE: What's On Our Minds... Seeking Alpha Business Insider greenfaucet Forexpros Self Directed Investor Wall Street Sector Selector Minyanville
9/16
VIX 11/13/12 and More: VXO Chart f rom 1987-1988 and Explanation of VIX v s. VXO
B LO G A R CH I V E H I G H LI G H T S
Five Years of VIX and More Hall of Fame The Post of the Month: An Informal History of VIX and More The 1000th Post Most Read Posts of 2011 Most Read Posts of 2010 Most Read Posts of 2009 Most Read Posts of 2008 Most Read Posts of 2007
B LO G A R CH I V E
2012 (136) 2011 (84) 2010 (225) 2009 (360) 2008 (394) December (38) November (36) October (60)
10/16
VIX 11/13/12 and More: VXO Chart f rom 1987-1988 and Explanation of VIX v s. VXO
Watch Emerging Markets Bonds Recent Volatility and VIX Macro Cycles Is the Fear Bubble Bursting? SPX Put Bomb Update Record Close for VIX: 80.06 A Week By Week Look at the Past Six Months Fear Is on the Decline Pre-Market Futures Volatility Two New VIX Records Last 90 Minutes Will Be Critical Relative Strength in Rails, Metals, Natural Gas, a... First VIX Print Is 89.00 Futures Limit Down; Today Will Be Very Ugly Should You Go Long at Volatility Extremes? A Look ... VIX at 79.43 as Panic Deepens Rare Batman Pattern Forming in VIX SPX Options Carpet Bomb Pushes VIX SOQ to 63.04 (!... CBOE Offers New VIX Term Structure Data VIX Drops 20% in One DayAgain The VIX in the Context of Historical
v ixandmore.blogspot.it/2008/10/v xo-chart-f rom-1987-1988-and.html 11/16
VIX 11/13/12 and More: VXO Chart f rom 1987-1988 and Explanation of VIX v s. VXO
Volatility of... SPX Historical Volatility Snapshot VIX Closes Over 70 for First Time (70.33) TED Spread and VIX Both Coming Back to Earth? VIX:VXV to 1.51 Support Broached in NDX Welcome to the 80s: VIX at 81.17 VIX Spikes to Record of 77.72 VIX Oct 100 Calls: Bid 0.55 - Ask 0.95 Second Highest VIX Close Ever: 69.25 VIX Spikes to 66.25 Excellent Summary of Financial Crisis at Freakonom... Could Today Be a Higher Low? Implied Volatility Over 150 in EWZ, the Brazil ETF... Yesterdays VIX Drop Is Fifth Largest Ever in Perc... DJIA +573 Today; VIX at 61.43 Institutional Interest High in These Nine Large Ca... Two More VIX Records VIX November Futures VIX to 70.56 as Markets Start to
v ixandmore.blogspot.it/2008/10/v xo-chart-f rom-1987-1988-and.html 12/16
VIX 11/13/12 and More: VXO Chart f rom 1987-1988 and Explanation of VIX v s. VXO
Snap Back OHFDEX One Year Later New Record Close for Volatility Indices Feels Like Capitulation to Me VIX October 80 Calls Quoted 0.40-0.55 VIX Hits 60 Capitulation Leg? Failure to Launch VIX Sets Third Consecutive End of Day High VIX October 70 Calls Last Traded at $0.50 Yet Another VIX Record: 58.36 A Conceptual Framework for Volatility Events Another VIX Record Close: 53.68 XLF Equals Mid-July Low VXO Chart from 19871988 and Explanation of VIX vs... Two Bond Blogs to Read VIX Over 56; Expect Snap Back Soon VIX Sets New Record of 50.75 VIX Expected to Open at 53-54 Environmental Factors and Chart Reading S&P 500 Index Sets
v ixandmore.blogspot.it/2008/10/v xo-chart-f rom-1987-1988-and.html 13/16
VIX and More: VXO Chart f rom 1987-1988 and Explanation of VIX v s. VXO
New Volatility Record for Fourt... A Week in the Life of VIX Calls September (33) August (26) July (28) June (23) May (23) April (28) March (32) February (33) January (34) 2007 (412)
The intent of this blog is to provide an archived learning laboratory of sorts as I try to sharpen my thinking in areas such as volatility, market sentiment, and technical analysis. I also enjoy charging off on tangents and hope that readers may find
v ixandmore.blogspot.it/2008/10/v xo-chart-f rom-1987-1988-and.html 14/16
VIX 11/13/12 and More: VXO Chart f rom 1987-1988 and Explanation of VIX v s. VXO
R E V I E W S O F V I X A ND MOR E
Reviews at Investimonials.com
ABOU T ME
VIE W M Y C OM PL E TE PROF IL E
Recommended Options Books Options as a Strategic Investment Lawrence G. McMill... New $53.55 Best $33.94 The Volatility Edge in Options Trading Jeff Augen New $29.62 Best $21.37
Privacy Information
Bill Luby
VIXandMore
15/16
VIX and More: VXO Chart f rom 1987-1988 and Explanation of VIX v s. VXO
VIXandMore RT @MKearneyCBOE How 2 Play the SPY ths Week by John Carter bit.ly/W2eNKr
about 1 hour ago reply retw eet fav orite
VIXandMore RT @OptionVol: OPTIONS: The Thanksgiving Trade traderplanet.com/p/993072 via @traderplanet $SPY
5 hours ago reply retw eet fav orite
VIXandMore Low VIX Due to Roll and Calculation Quirk bit.ly/SZ4nbv $VIX
6 hours ago reply retw eet fav orite
VIXandMore Fear Poll: Fiscal Cliff Fears Spike, Concerns About Excessive Central Bank Intervention Rise
16/16