May 23, 2016
Volatility Review: What happened this week in volatility?
- Much ado about nothing?
- Vol higher, but range is another story
- Why does VIX sometimes understate volatility?
- Why aren't people using weeklies strategically?
- Russell channels Columbo
- Volume and OI low as nothing looming on the economic
- What will the Fed to, and when?
- Headlines versus revisions
- RUT = growth; SPX = value?
- Why hasn't OVX dropped given the underlying?
Crystal Ball: Where will the VIX close on Friday? Russell:
14.75. Memorial day is coming, that means an extra headwind is
coming our way. Mark S.:Below 14 at 12:30 central time, but 15 at
3:00 pm central time. People taking things easy, with a big vol
dump on the 25th and 26th.