Jun 13, 2016
Volatility Review: A look back at the week from a volatility
- VIX Cash: High: 16.27 today. VIX remains somewhat muted heading
into FOMC next week and Brexit the following week.
- VIX Futures: All-time record high OI for VIX Futures: 501,835
on June 7
- VVIX: Creeping back up toward the high of recent range. VVIX:
- VXX: 13.20
- XIV: 32.56
Russells Weekly Rundown
- VIX Options: Mon: 732k, Tues: 552k, Weds: 472k, Thurs:
- Total 7.85m (5.75m Calls, 2.10m Puts)
- Soybean Vol: Still crazy town in soybean volatility.
Volatility Voicemail: Listener questions and comments
- Question from 777: Does the many VIX tradable products
influence the underlying index to any great extent? Is the tail
waging the dog?
- Question from Skiball: Where do you see the VIX going and how
will it impact stock picking in this market?
Crystal Ball: Russell finally gets the win by being the
least-wrong with the 15.25 guess.
Where will the VIX close on Friday? Don't discount FOMC,
- Russell: 16.5
- Mark S.: 18.01
- Mark L.: 15.5