Jun 23, 2014
Volatility Views 116: The Mystery of Gold Volatility Futures
Volatility Review: VIX cash hovering below the 11 handle yet again and the narrative has shifted from "VIX is too low" to "We may see a single digit VIX soon," which Andrew predicted this not too long ago. Top OI Strikes: July 13 Put - 416K, July 16 Call -...
Jun 16, 2014
Volatility Views 115: VIX Says Poo to You
Volatility Review: VIX cash broke the 11-handle last week while we were recording, but it has since rebounded over concerns in Iraq. VIX futures started to see some backwardation creeping into the curve last week. Is that still the case this week? The death of volatility forces...
Jun 9, 2014
Volatility Views114: The VIX Is Dead. Long Live the VIX.
Volatility Review: Another slow week from a vol perspective - VIX Cash vacillating around 11.50 most of the week. Is VIX and volatility too quiet? Is the VIX too cheap?
VIX and VXST options. New volatility ETFs launch. Gold volatility hits 14-month low.
Jun 2, 2014
Volatility Views 113: Fighting Low VIX Hysteria
Volatility Review: A truncated holiday week. VIX cash hovered around 11.50 most of the week. Call/Put hovering at a ridiculous 3.3/1. Is the volatility "crash" reason to worry? Record highs for nine CBOE indexes.
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