Jul 11, 2016
Volatility Review: A look back at the week from a volatility
- VIX Cash: About 15, lower than predicted.
- VVIX: 90, back below 100, but still elevated.
Russells Weekly Rundown:
- Weekly Futures
- VIX Options: A light post-holiday week. Tues: 585k, Weds: 437k,
Thurs: 386k, Total 7.15m (4.54m Calls, 2.62m Puts)
- Earnings Volatility
- VRX: Bullish options bets surge on Valeant
- Crude Oil: Back in the toilet. OIV: 43, OVX: 43
Volatility Voicemail: Listener questions and comments
- Question from Engstromm: Can I trade OVX?
- Question from StGermain: When is it preferable to use VIX
Options and when is it better to use VIX Futures?
Crystal Ball: Wild prognostication ensues
- Mark L.:19
- Mark S.:15
- Russell: 18
- Mark L.: 15
- Mark S.: 13.5
- Russell: 16.25