Jun 26, 2017
Volatility Review: A look back at the week from a volatility
- VIX Cash - 10.15, VVIX - 84.21, slightly higher than last
- VIX is not a Fortune Teller
- CBOE Skew Index - 130.86, calmer than last week.
- VIX Futures - Front month: 1.5, Second month: 2.3
Russell's Weekly Rundown:
- VIX Options: Mon - 746k, Tues - 1.3M, Weds - 912k, Thurs -
- VIX Call/Put: 4.1 / 1
- Twenty-two Day C/P OI Moving Average: 3.32
- Total 7.08m (5.69m Calls, 1.39m Puts)
- OIV - 31.5
- OVX - 32.6
Volatility Voicemail: Questions. Comments. More.
Options question of the week: Everyone is talking about #Bitcoin
#Volatility these days. Where do you stand on #Bitcoin after last
weeks aggressive downturn?
- Too Volatile, I am out
- I am still bullish
- I want #Bitcoin #Options
- I am sick of #Bitcoin
Questions and comments
- Comment from Production One - SPX and VIX are far more
fun! Also far more profitable and secure! Bitcoin snobs got nothing
over the Vol cognoscenti!
- Comment from PocketTissues - Goldman guy has the right
idea. VIX should be above ten right now with everything going on.
One good Trump tweet and we could be at war and VIX is in the 20s
- Question from Nico - What do you think of other Vix type
indicators like Merrill Lynch Move Index and the rest? Also what’s
up with VolDex?
Crystal Ball: Wild and reckless prognostication
- Mark L. - 9.70
- Mark S. - 10.05
- Russell - 9.25