Jun 20, 2016
Volatility Viewpoint: Today we are joined by Jack Fonss, CEO of
Accushares. He discusses:
- An overview of VXUP / VXDN
- What is the current affiliation Prof. Whaley has with
- Recent changes and the thought process behind them.
Volatility Review: A look back at the week from a volatility
- A crazy week for VIX.
- Vol soared on Monday.
- Volatility still very elevated post-FOMC
Russells Weekly Rundown:
- VIX Options: Total 5.62m (3.73m Calls, 1.89m Puts)
Crystal Ball: It's time for everyone's favorite game: Where will
the VIX close on Friday?
- Russell: 16.5
- Mark S.: 18.01
- Mark L.: 15.5
- Russell: 18.5
- Mark S.: 15
- Mark L.: 17