Feb 29, 2016
Volatility Review: VIX got ahead of itself breaking 20 based on bond hedge cost.
Russells Weekly Rundown:
Even more CBOE studies!
Recent rumors of supply action...
Feb 22, 2016
Volatility Review: VIX. Contago has returned - VIX out of the red zone. CBOE Russel Study - Analyzing Russell 2000 Index options-based benchmark indexes designed to provide enhanced yields and risk-adjusted returns.
Feb 16, 2016
Volatility Review: Earnings Volatility: TWTR and TSLA. Presidents Day holiday weekend coming out aggressively.
Feb 8, 2016
Volatility Review: CBOE to list SPX Wednesday-expiring weeklys options. CBOE to begin overnight dissemination of CBOE Volatility Index (VIX).
Feb 1, 2016
Volatility Viewpoint: VIX outside of "Red Zone" indicates no recession, Goldman says. The Goldman Sachs analysis shows the VIX is currently in a “low and rising” phase, which tends to last about two months on average.