Aug 8, 2016
Volatility Review: Breaking down the week from a volatility
- VIX cash: 11.39; hits a 52-week low.
- VVIX: 88.14. Back below 100, but still elevated.
Russells Weekly Rundown
- VIX Options: Moderate volume this week.
- Mon: 547k, Tues: 522k, Weds: 367k, Thurs: 512k; Total 6.69m
(4.44m Calls, 2.25m Puts)
- Earnings Volatility: TSLA stock at $225 on earnings. ATM
straddle approx. $14.70 - 6.5%. Open unchanged. Closed up approx
$5. Missed by nearly $10.
- Crude Oil: OIV: 42, OVX: 42
Volatility Voicemail :Listener questions and comments
- Question from NTC34: Heard you guys on #OptionBlock discussing
using options with stock to speculate on volatility. Can you
explain that? How does buying a call and selling stock give you a
pure volatility position?
- Question from AuntH: What is up with RVX?
Crystal Ball: Spinning the wheel of where the VIX will
- Russell: 13.05
- Andrew: 12.40
- Mark L.: 11.75
- Mark L.: 11.15
- Mark S.: 10.25
- Russell: 12