Sep 19, 2016
Volatility Review: A look back at the week from a volatility
- VIX Cash: High of 19.12 earlier this week. 30-Day HVOL: 11;
30-Day IVOL: 14
- VVIX: Currently at 109 with a high of 116 this week
Russells Weekly Rundown:
- VIX Options: A very active week. Mon - 951k, Tues - 1.3M!, Weds
- 656k; Total 8.06m (5.62m Calls, 2.44m Puts)
- Crude: OIV/OVX: 40 - Retreating from a recent spike up to
- Gold: 30-Day HVOL: 10.7% - Near the bottom end of the 52 week
range. 30-Day IV: 15% - Only in the 23rd percentile
Volatility Voicemail: Listener questions and comments
- Question from Erik Leland - Saw VIX 1x2s going up this week. Is
it that season again?
- Question from JVac - What about a mini VIX option?
- Question from TC - U.S. has VIX. Europe has VSTOXX. What is the
Asian equivalent? Nifty VIX? It hardly seems comparable. Is there a
Chinese or Japanese Vol product?
- Question from CVortt3 - This guy says you should ignore VIX.
Agree? Please discuss on Vol Views -
- Question from ThinkTankTrading: Can you ask Russell Rhoads why
he blocked me? That is my question for your show. Thanks in
Crystal Ball: Reckless prognostication
Where will the VIX close this week:
- Mark L. - 15
- Mark S. - 15.75
- Russell - 16.5