Jul 31, 2017
Volatility Review: A look back at the week from a volatility perspective
The Numbers:
- VIX Cash back in double digit territory.
- VVIX - 86.87
- CBOE Skew Index - 130
- VIX Options - ADV: 653k, VIX Call/Put: 3.9/ 1; Total 10.4m (8.23m Calls, 2.13m Puts
- Traders 'Shocked' by VIX Bet That Could Pay $265M.
- Bond Trader's $10...
Jul 24, 2017
Volatility Review: A look back at the week from a volatility perspective.
The Numbers:
- VIX Cash - 9.58, VVIX - 76
- VXN - 14.36, CBOE Skew Index - 130
- VIX Options - ADV: 671k, Total 7.32m (5.82m Calls, 1.49m Puts)
Russell's Weekly Rundown:
Volatility Flash Poll: Someone bought 235k $VIX Aug 30/35 Call Spreads for a...
Jul 17, 2017
Volatility Review: A look back at the week from a volatility perspective.
- CML VIZ
- VIX Cash: 9.90, VVIX: 85.68
- VIX Options: ADV - 671k, Total 10.3m (8.28m Calls, 2.06m Puts)
- VIX pop quiz
- Strong Volume for SPXW Options with Monday, Wednesday, Friday and Month-end Expirations.
- A Bond Trader's $10 Million Volatility Bet...
Jul 10, 2017
Volatility Review: A look back at the week from a volatility perspective.
- The VIX juice is loose
- OCC cleared futures volume in June reached 13,194,530 contracts, a 16% increase from June 2016.
- One of the most popular - and controversial - trades in the stock market (XIV) is showing no signs of slowing down....
Jul 3, 2017
Volatility Review: A look back at the week from a volatility perspective
- VIX Cash - 11.44, VVIX: 93.78
- CBOE Skew Index - 129m, slightly calmer than last week.
- VIX Futures - Front month: 0.65 Second month: 1.25
Russell's Weekly Rundown:
- VIX Options: Mon - 630k, Tues - 724k, Weds - 510k, Thurs - 1.16M, ADV - 685K,...