Oct 12, 2015
Volatility Review: A look back at the week from a volatility
- VIX Cash: The streak is done - VIX firmly below 20!
- VIX Weeklies finally join the party - decent volume for the
- A theory of why the VIX sputtered on Aug 24.
- VIX Options: Some early call selling during the rallies - but
primarily more VIX upside call buying.
- Gold: GLD continues to dive.
- Crude Oil: OIV - 43.98, OVX - 42.97
Vol Voicemail: Listeners weigh in
- Question from Nigel B - How are crude options and volatility
looking with this rally toward 50? Lots of call love?
- Question from Alamut01 -SPX sells off over 2% last week and VIX
barely budges. What up?
- Question from IVUP - Can you please give us a status update on
the Voldex products particularly a release date?
- Question from Agave - Is it true that volatility skew was born
out of the 1987 crash and did not exist previously? I heard that
recently and it seems difficult to believe.
Crystal Ball: Earnings season has begun. Will we stay below 20
for the next week?