Aug 1, 2016
Volatility Review: A look back at the week from a volatility
- VIX Cash: 12.39
- VVIX: 89.33. Back below 100, but still elevated
Russell's Weekly Rundown
- VIX Options: A light options week
- Mon: 625k, Tues: 415k, Weds: 534k, Thurs: 475k; Total 6.07m
(4.17m Calls, 1.91m Puts)
- CBOE quarterly profits jumped 13.6 pct on increased
- Options traders are feeling good about Alphabet shares.
- Crude Oil: OIV: 42.91; OVX: 42.33
Volatility Voicemail: Listener questions and comments
- Question from DK from DC: What is the difference between the
front month VIX future and the VIX cash?
- Question from Big Jim Wheeloff: Why are options so damn
expensive? At this rate I will go broke hedging my 401k.
Crystal Ball: VIX predictions
- Mark L.: 11.5
- Andrew: 9.5
- Russell: 17.35
- Bill Luby (Guest from last week): 12.71
- Russell: 13.05
- Andrew: 12.40 (with an 11-handle dip)
- Mark L.: 11.75