Jul 30, 2018
Volatility Review: A look back at the week from a volatility
- Trump threatens $500B more tariffs, the market still
- VIX Cash - 12.14
- VVIX - 91, nine points lower than last week.
- VIX Options - ADV: 460k, VIX call/put: 3.1/1, Total 6.44m
(4.79m Calls, 1.64m Puts)
- VXX - 30.5, ADV: 248k, Total 2.49m (1.20m Calls, 1.30m
- Monday - Google
- Tuesday - AT&T, Verizon
- Wednesday - UPS, Boeing, Coca Cola, GM, FB, PayPal,
- Thursday - Amazon, McDonalds, Comcast, Starbucks, Nokia
- Friday - Twitter, Merck
Volatility Voicemail: Listener questions and comments?
- Question from Vizinator - Are there $VXX equivalents for
Nasdaq, Dow and Russell?
- Comment from Paul F. - Andrew should change his VIX zones to go
negative to indicate when VIX is in drawdown mode. Also, shame on
him for nickeling Longo on Crystal Ball. He should lose just for
- Question from Dawiz - Gun to head, best VIX options strategy?
No dawdling. Top of your head.
Crystal Ball: Your prognostication headquarters
Last week's guesses:
- Mark L. - 12.23
- Andrew - 12.22
This week's guesses:
- Mark L. - 12.45
- Andrew - 13.25