Nov 24, 2017
Black Friday should not keep you from enjoying your favorite volatility podcast.
Nov 20, 2017
Volatility Review: A look back at the week from a volatility perspective
The numbers:
- VIX Cash - Back above 12, briefly
- Bitcoin vs. VIX - What Has Been More Volatile in 2017?
- VVIX - 100.15
- CBOE Skew Index - 136
Russell's Weekly Rundown
- VIX Options: ADV - 739k, VIX Call/Put - 3.7, Total 9.69m (7.64m Calls, 2.05m...
Nov 13, 2017
Volatility Views 280: Tapping the Secret Sources of VIX Info
Volatility Review: A look back at the week from a volatility perspective
- VIX cash: VIX briefly flirted with 12
- VVIX: 98.5 - 7 points higher than last week
- CBOE SKEW Index: 129 - 8 points higher than last week
- VXN: 15.04 - .5 points higher than last...
Nov 6, 2017
Volatility Review: A look back at the week from a volatility perspective.
The Numbers:
- VVIX - 91.5
- CBOE Skew Index - 136
- VXN - 14.7
Russell's Weekly Rundown
- VIX Options: ADV - 833k, VIX Call/Put - 3.9, Total 11.7m (9.37m Calls, 2.37m Puts)
- Earnings Volatility: Apple, Facebook, Tesla
- Commodity Volatility: Crude/OIV,...