Aug 10, 2015
Volatility Review: A review of the week from a
- Volatility continues through earnings season
- Disney and Tesla hit hard.
- VIX Cash: 14.13 - Some juice coming back into
- VIX Futures: 12.16 - not as controversial as
main VIX settlement.
- VIX Options: Decent volume week - 770k
contracts Monday. Total 7.95m (5.89m Calls, 2.05m Puts).
- Crude Oil: WTI term structure - West Texas
Intermediate is heading for its biggest monthly fall this
- Gold: A prominent gold forecaster predicts
the metal will drop to a mere $350 an ounce, a level unseen since
- Gold Implied Vol: 12.1% as of July 14, 2015
and up to 18.8% on July 21, 2015
Volatility Voicemail: listener questions and
- Question from Antimony - Question for the Vol
Squad. Have you had a chance to look over the list of latest index
products launched by the CBOE? Any contenders? Personally I think
the weekly revamps of put and BXM have promise, along with the
- Question from Tommy Hendricks - What is your
take on weekly VIX Futures so far? Hit or miss?
Crystal Ball: Our future vol predictions.