Jan 23, 2017
Volatility Review: A look back at the week from a volatility perspective
- VIX Cash - 13
- VVIX - 86
- VIX Futures: Front month premium to cash - 1.5; Two month premium to cash - 2.70
Russells Weekly Rundown:
- VIX Options: A heavy volume week. ADV 554k, Thurs - 405k, Weds - 850k, Tues - approx. 1M, Mon - Closed. VIX Call/Put: 2.9/1. Total 5.4M (4M Calls, 1.4M Puts)
- OIV/OVX - 30.88
- GVZ - 15.17 - Near the low end of a 52-week range.
- TYVIX - 5.91
Volatility Voicemail: Listeners get their say
#Options #QuestionOfTheWeek - Earnings Season awakens! How do you play earnings using options? Are you an Earnings #Jedi or #Sith?
- Dark Side (Short Premium)
- Light Side (Long Premium)
- No Side - Avoid earnings
- Other (Reply/DM w/ideas)
- Question from Maryanne - How long do you think this period of low volatility will last?
Crystal Ball: Your prognostication headquarters
Last week:
- Mark L. - 12.25
- Mark S. - 11.50
- Guest - 14.51
- This week:
- Mark L. - 11.55
- Andrew - 12.01
- Russell - 12.34