Stock Market Plunges as Implied Volatility and VIX Surge
Implied volatility and the VIX have surged sharply, triggering a significant decline in the stock market. This market update is published by Mott Capital Management.
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Options and Volatility Latest Activity
Research and rules on option pricing, Greeks, volatility surfaces, and option strategies — a core set of topics for option traders.
58 related activitiesLast 30 days 47 itemsFeatured among them 2 items
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Activity Archive · Page 2 页
newsSearch：Cboe Options and VolatilityAI Score1010
newsSearch：Cboe Options and VolatilityAI Score1212 Wall Street's Fear Index Surges, Traders Expect It to Climb Further
Wall Street's fear index is rising rapidly, and traders expect the index to climb further in the period ahead.
Read originalnewsSearch：Cboe Options and VolatilityAI Score1414 VIX Surges to Over Four-Month High Amid Hedge Fund Liquidation Rumors
The VIX surged to a more than four-month high amid rumors of a hedge fund blowup. This event was reported by Seeking Alpha, with coverage focusing on the short-term abnormal movement of the volatility index.
Read originalnewsSearch：Cboe Options and VolatilityAI Score1414 CBOE Volatility Index (VIX) Rises to 21.41, Hitting a New High in Over Four Months
The CBOE Volatility Index (VIX) has recently risen to 21.41, reaching its highest level in over four months. As a core indicator measuring market expectations of short-term volatility, this increase reflects a notable uptick in market expectations for near-term volatility.
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News Search: U.S. Options Rules and New ContractsAI Score2222 Moomoo alerts that extended trading hours for stock options are coming soon
Moomoo issued an alert that extended trading hours for stock options are launching soon, reminding users to prepare before market open.
Read originalnewsSearch：Cboe Options and VolatilityAI Score1212 Cboe Global Indices Launches VXTH Index Dashboard
Cboe Global Indices has launched the VXTH Index Dashboard. Provided by Cboe Global Markets, this dashboard displays data related to the VXTH index.
Read originalEnglish translation is being prepared.AI Score3030 Extended Trading Hours for Popular US Stock Options to Launch Next Week, Including TSMC and Alibaba
Extended trading hours for popular US stock options will officially launch next week, with TSMC and Alibaba included in the underlying assets this time. The news was published by BigGo Finance, and specific details on time adjustments and applicable exchanges have not yet been disclosed.
Read originalNautilusTrader：GitHub ReleasesAI Score4949 NautilusTrader 2.0.0rc7 Released
NautilusTrader 2.0.0rc7 was released on October 15 (UTC), removing Python 3.12 support and adding compatibility with Python 3.13 and 3.14. This update adds features such as negative price support for futures, local calendar-based scheduled dispatch, batch order book incremental replay, and CME Globex option candidate IDs, while also including multiple breaking changes to interfaces and configurations.
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QuantocracyAI Score3737 Quantocracy's latest roundup of quantitative research links as of October 14, 2026.
Quantocracy released its latest roundup of quantitative research links on October 14, 2026, featuring multiple research pieces and content related to the quantitative field. These include an out-of-sample evaluation study of Hidden Markov Model (HMM) market state identification, an analysis of the impact of complexity on strategy performance, and research on cross-sectional momentum ranking methods. The related research covers backtest results across different sample periods and discussions of strategy logic.
Read originalnewsSearch：Cboe Options and VolatilityAI Score00 CBOE Crude Oil Volatility Index (^O) Forum and Discussions
Yahoo Finance Canada hosts a dedicated forum and discussion section for the CBOE Crude Oil Volatility Index (^O), where users can exchange views on the index.
Read originalNews Search: U.S. Options Rules and New ContractsAI Score4040 SEC Approves Cboe to Launch KPI Options Linked to Robinhood
The SEC has approved Cboe to launch KPI options linked to Robinhood. Information on these options was published by TradingView.
Read originalNews Search: U.S. Options Rules and New ContractsAI Score4141 SEC Approves Cboe to List Binary KPI Options
SEC Approves Cboe's Listing of Binary KPI Options. The announcement was published by Yahoo Finance; detailed information such as the specific exercise rules, underlying assets, and listing date for these binary option contracts has not yet been disclosed.
Read originalNews Search: U.S. Options Rules and New ContractsAI Score3939 SEC Approves Cboe to List Binary KPI Options
The SEC has approved Cboe to list binary KPI options. This news was published by moomoo, and the specific contract specifications, listing date, and relevant trading rule details for these binary KPI options have not been disclosed yet.
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QuantpediaAI Score7171 Is longer historical training useful? Pitfalls of market state HMM and out-of-sample evaluation
Quantpedia released a study comparing four four-state Gaussian HMMs that only differ in training start year (1970, 1980, 1990, 2000), evaluating market state recognition performance on the same 2010-2023 test set.
Read originalNews Search: U.S. Options Rules and New ContractsAI Score2727 TradeStation to Launch After-Hours Options Trading
TradeStation is set to launch after-hours options trading. Currently, public information only mentions that the service is coming soon, without disclosing the specific effective date, applicable options contract scope, or details of related trading rules.
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QuantLib：GitHub ReleasesAI Score4949 QuantLib 1.44 Released
QuantLib 1.44 has been officially released, available for download as both QuantLib-1.44.tar.gz and QuantLib-1.44.zip. This version removes features deprecated in version 1.39, adds several new features, and deprecates a batch of features that will be removed in a future version (expected to be 1.49). This version can still be tested with Visual C++ 2017, but subsequent versions may no longer support this compiler.
Read originalQuantocracyAI Score3232 Quantocracy Latest Quantitative Research Links Roundup (October 12, 2026)
Quantocracy compiled recent quantitative content on October 12, 2026, covering an introduction to Quant Observer, a quantitative tools directory platform; a historical effectiveness analysis of excess returns from insider buying; a backtest of volatility clustering effects in S&P 500 constituents from 2006 to 2025; a guide to building a multi-asset, multi-timeframe trading pipeline; and AI answers on the replicability of empirical finance research.
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HKEX: Press ReleasesFeaturedAI Score6565 HKEX to Launch 12 Stock Options with Both Weekly and Monthly Expirations on November 9, 2026
HKEX announced that it will launch 12 single-stock options on November 9, 2026, with the new contracts offering both weekly and monthly expiration options starting from the first trading day.
Read originalKey Takeaways:The announcement lists the underlying assets, contract multipliers, and expiration arrangements for the 12 newly added stock options, allowing options traders to match their own trading and risk management needs accordingly.
MoontowerAI Score5454 Moontower Launches Verticals Workflow for Scanning Vertical Spreads and Comparing Volatility-Adjusted Returns Across Underlying Assets
Moontower has released the Verticals workflow, which allows directional traders to scan across underlying assets for the most cost-effective vertical spreads at a given displacement. Users can select the expiration date and displacements of ±0.5, ±1, or ±1.5 standard deviations. The system calculates the target strike price based on the underlying asset's own volatility surface and returns the tightest vertical spread constructed from adjacent strikes, which will be fully in-the-money if the stock price reaches the target at expiration.
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Alpha ArchitectAI Score6969 How Tail Risk Projects Survive the Waiting Period: From Two Failure Cases to an Eight-Step Due Diligence Framework
This article treats the holding costs, behavioral pressures, and governance burdens of tail risk hedging during calm periods as design constraints rather than post-hoc inconveniences. The authors first break down three types of "bleeding" sources: direct holding costs, opportunity costs, and evaluation pressure, and provide a table of cumulative sleeve losses for different annualized carry rates over 3 to 15 years, as well as a table of portfolio-level annual drag converted by sleeve weight.
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