Aug 31, 2018
This episode was originally posted on August 28th, 2017.
Volatility Review: A look back at the week from a volatility perspective.
The numbers:
- VIX Cash - 12.33, a high of 14.45 on Monday.
- VVIX - 100
- CBOE Skew Index - 130
Russell's Weekly Rundown
- VIX Options: ADV - 764k, VIX Call/Put - 3.4, Total 11.5m (8.88m Calls,...
Aug 27, 2018
Volatility Review: A look back at the week from a volatility perspective
- VIX Cash - 12, down one point from last week.
- VVIX - 93, ten handles lower than last week.
- VIX OPTIONS - ADV: 462k, VIX call/put: 3.3/1, Total 6.31m (4.83m Calls, 1.48m Puts)
- Return of the 1x2?
- VXX - 28.65, one and a half points lower than last...
Aug 20, 2018
Volatility Review, featuring special guest Scott Nations, CNBC Contributor & Creator of VolDex.
He discusses:
- An update on SkewDex/VolDex.
- Will Nasdaq list it soon?
- Does the current debate over VIX manipulation create an opportunity for VolDex, or does it muddy the waters for all volatility products?
- Is he hearing more...
Aug 13, 2018
Volatility Review with very special guest co-host Russell Rhoads, Head of Derivatives Research at the Tabb Group.
- Volatility and selloffs return briefly during earning season.
- VIX Cash - 11.83, down slightly from last week.
- VVIX - 88, unchanged from last week.
- VIX Options - ADV: 440k, VIX call/put: 3/1, Total 7.95m...
Aug 6, 2018
Volatility Review: A review of the week from a volatility point of view, featuring guest co-host David Lincoln of The Short Vol Show.
- VIX Cash - 11.83, down slightly from last week.
- VVIX - 88, three-points lower than last week.
- VIX Options - ADV: 440k, VIX call/put: 2.9/1, Total 6.44m (4.79m Calls, 1.64m Puts)
- VXX -...