Aug 15, 2016
Volatility Review: A look at the week from an options
- VIX cash: Hit 52 week low this week: 11.02
- VIX futures: Question from JJK: The Sep VIX futures are trading
over $3 premium to cash. Seems pretty steep. Is the market pricing
in a big sell-off in the near future?
- VVIX: Currently at 96.78
- VIX Options: Mon: 660k, Tues: 765k, Weds: 635k, Thurs: 603k;
Total 7.36m (5.10m Calls, 2.26m Puts)
- Crude Oil
Volatility Voicemail: Listener questions and comments
- Question from Service Dog: Do stock market circuit breakers
have a significant impact on market volatility?
- Question from MoneyPenney: How does VXX work?
Crystal Ball: Where will the VIX close?
- Mark L.: 11.15
- Mark S.: 10.25
- Mark L.: 11.25
- Mark S.: 11
- Russell: 13