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New Product: Emerging Markets VIX Futures (VXEM)

By Lawrence G. McMillan

The CBOE Futures Exchange (CFE) has launched a new volatility futures contract – this time on the Emerging Markets ETF (EEM).  The volatility index (i.e., the EEM VIX) is calculated from EEM options and is listed under the symbol $VXEEM.  The futures on that index trade with a base symbol of VXEM.  Currently there are March, April and May futures trading.  If you’ll recall, after the initial $VIX futures were listed on the CFE, the only other futures to be listed were those on the Gold ETF (GLD).

Positive Book Review at Seeking Alpha

Larry's new book, Options For Volatile Markets, received a positive review by Brenda Jubin at Seeking Alpha.  Jubin Writes:

Options for Volatile Markets now available

Options for Volatile Markets:  Managing Volatility and Protecting Against Catastrophic Risk, the follow up to Richard Lehman and Lawrence G. McMillan's New Insights on Covered Call Writing, is finally available on our website.  Considering the current market conditions, the timing couldn't be more appropriate.

Selling Weekly Put Options -- new analyses available

Weekly put option sales have been added to the analyses in The Strategy Zone (SZ) and in the Option Work Bench (OWB). 

Subscribers to The Daily Strategist that follow our weekly SPY sales, are up +18% in five months, in the ongoing position that we are running in that newsletter.

Oversold Short Term Buy Signals

By Lawrence G. McMillan

The following was excerpted from the market commentary in this morning's Daily Volume Alerts Newsletter, which is sent out each morning before the market opens.

Coming Soon: Options in Volatile Markets 2nd Edition

Coming soon as part of the Bloomberg Press Financial series is the latest book by Richard Lehman and Lawrence G. McMillan, Options in Volatile Markets 2nd Edition: Managing Volatility and Protecting against Catastrophic Risk.  Below is the book cover and the write-up from the inside jacket cover.  We will let everyone know when this book is available.

CBOE Launches Gold Volatility Futures and Options

Trading has begun on the CBOE Futures Exchange (CFE) in Gold Volatility futures. If you’ll recall, a VIX-like calculation can be made on any set of option prices on an individual stock, as long as there are continuous markets being made in the options.

The CBOE has been publishing a “Gold VIX” under the symbol $GVZ for some time. This calculation is based on the options on the Gold ETF (GLD).

Now, futures have begun to trade on $GVZ. Their base symbol is GV, and there are futures in the May, June, July, Aug, and Sept at this point.


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