Apr 25, 2016
Volatility Review: The VIX has traded below 20 for 37 straight days, the longest such streak in 13 months. The gauge slid 2.2 percent to 13.64 at 9:48 a.m. in New York.
Russells Weekly Rundown:
- VIX Options: A strong volume week - particularly Wednesday. Total 6.83m (5.32m Calls, 1.51m Puts)
- SEC extends test period to...
Apr 18, 2016
Volatility Review: VIX got crushed, VIX IV did not. CBOE announced it has created a series of 13 "Buffer Protect Indexes."
Russells Weekly Rundown:
- VIX Options: A strong volume week - particularly Wednesday (1.08M). Total 8.52M (6.46M Calls, 2.07M Puts)
- Trading hours for RVX Futures expanded - new start time...
Apr 11, 2016
Volatility Review: Russells Weekly Rundown
- VIX Options: A moderate volume week.
- M: 266K
- T: 400K
- W: 572K
- Th: 614K
- Total 7.45m (5.73m Calls, 1.72m Puts)
- Crude Oil: OIV/OVX - 46, almost touched 80 back in mid-February.
- Gold: GVZ 19.32 - Well off recent highs.
Volatility Voicemail: One giant listener...
Apr 4, 2016
Volatility Review: Nonfarms and volatility.
Looking back on Q1:
- VIX High - on Jan. 20, Low - 13.06 on March 30, VVIX High -
121.15. VVIX Low 77.29. The great crushing - VIX Cash falls 50% in
about a month.
Did the VIX fall too far, too fast? - VIX Options: A fairly light volume week. Total 6.85m (5.26m Calls, 1.59m...