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Volatility Views 265: What A Historic Week For Volatility episode artwork

Jul 31, 2017 1 hr 3 min

Volatility Views 265: What A Historic Week For Volatility

from Volatility Views

Volatility Review: A look back at the week from a volatility perspective The Numbers: VIX Cash back in double digit territory. VVIX - 86.87 CBOE Skew Index - 130 VIX Options - ADV: 653k, VIX Call/Put: 3.9/ 1; Total 10.4m (8.23m Calls, 2.13m Puts Traders 'Shocked' by VIX Bet That Could Pay $265M. Bond Trader's $10 Million Volatility Bet Is Paying Off Earnings Volatility: Monday: Alphabet opened down nearly 2%, Low of 963. Tuesday: Chipotle opened up approx. $6.50, then plummeted $15 Wednesday: Facebook opened up $8.87, traded up as high as $9.88. Thursday: Amazon ATM straddle approx. $49 Crystal Ball: What does the future hold for the VIX? Last week Mark L. - 10.25 Russell - 9.76 Mark S. - 10.04 This week Mark L. - 9.75 Andrew - 10.25

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Volatility Views 265: What A Historic Week For Volatility

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