Volatility Views 258: Testing Historic New Lows in VIX episode artwork

EPISODE · Jun 12, 2017 · 1H 2M

Volatility Views 258: Testing Historic New Lows in VIX

from Volatility Views

Volatility Review: A look back at the week from a volatility perspective. 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 week. CBOE Skew Index - 127.09, slightly higher than least week. VIX Futures - still steep. Front month - 1.5, Second month - 2.3 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, 2.14m Puts) 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 $VIX giving up the ghost - which products are you hoping will provide new sources of #Volatility for your #options trading? Crude Oil (WTI, etc) Metals ($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 This week: Mark L. - 9.75 Mark S. - 10.5 Russell - 11.23  

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Volatility Views 258: Testing Historic New Lows in VIX

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