Nov 23, 2015
Volatility Review: A look back at the week from a volatility
- VIX Cash: Interesting Vol activity this week. Volatility
remaining firm going into the weekend
- VVIX: 96.18
- CBOE Skew Index back to boring - This week: 139.16
- VIX Options: Heavy volume early in the week. 1M contracts on
Monday, 800k contracts on Tuesday. Light volume the rest of
the week. Total 5.19m (3.77m calls, 1.42m puts)
- Gold: GVZ this week: 17.57
- Crude oil: OIV: 42.30, OVX: 43.75
Volatility Voicemail: Listener qquestions and comments
- Question from Hawkeye - Love seeing Russell as the new addition
to the Vol Views cast of characters. You mentioned you wanted a
nickname for him. Since he is going for his Phd (but has not quite
gotten it yet), he teaches classes for the OIC, and he literally
wrote the book on VIX, how about calling him "Professor VIX" (and
maybe moving to "Dr. VIX" once he gets his diploma). I also wanted
to say that it was great hearing Don "Palms out" Schlessinger a
couple shows back. You need to get him on as a guest host
more often, and see if the Viceroy can guest host once in a while,
too. Lastly, I love hearing from those Typhon guys. Any time you
can get them on, please do so. Anybody with the comedic sense
to name their trades "mullet" and "tellum" is good in my book.
Wit with Wisdom is the best mix. Thanks and keep the great
- Question from TiffanyL1 - Is it possible to simply buy VIX cash
without messing with the futures?
- Question from George T. - Can I buy still buy VIX on the old
calculation without the skew?
Crystal Ball: Meandering VIX. Earnings season winding down. Fed
on horizon in December.