Jun 12, 2017
Volatility Review: A look back at the week from a volatility
- VIX hits a new low of 9.37
- Comey's testimony fails to move the needle
- Maybe Britain will provide the spark VIX needs?
- VIX Cash - 9.47, VVIX - 83.28, almost unchanged from last
- CBOE Skew Index - 127.09, slightly higher than least week.
- VIX Futures - still steep. Front month - 1.5, Second month -
Russell's Weekly Rundown:
- VIX Options, Mon - 459k, Tues - 473k, Weds - 453k, Thurs -
473k, ADV - 722k. VIX Call/Put: 3.3/1. Total 9.20m (7.06m Calls,
- VXX - ADV 356k, OI - 1.2/1 calls over puts.
- OIV - 32.31
- OVX - 33.84
Volatility Voice mail: Questions, comments, polls and more!
With $VIX giving up the ghost - which products are you hoping
will provide new sources of #Volatility for your #options
- Crude Oil (WTI, etc)
- Metals ($GLD, $SLV, etc)
- FX (GBP/USD, etc)
- Indv. Equities-$TSLA, etc.
Listener Questions and comments
- Comment from John King - #Fired #FBI director completes
televised #Testimony negative for sitting #president & #VIX
DOWN .41 to 9.98. Just plain crazy. @Options #USA
- Comment from AGTrader - God help them when they have to all
cover at once.
Crystal Ball: Your prognostication headquarters
- Mark L. - 9.75
- Mark S. - 10.5
- Russell - 11.23