Sep 24, 2018
Volatility Review: A look at the week from a volatility perspective
VIX Cash - 12.2, down 2.2 points from last show
- RVX - 13.9, down 2 points from last week
- VVIX - 91, nine handles lower than last show
- Cboe SKEW Index Tops 150 for Record Four Straight Trading Days; Some Cite Surge in Black-Swan Hedging
- VIX Options -...
Sep 17, 2018
Volatility Review: A look back at the week from a volatility perspective
- VIX Cash - 12.2, down 2.2 from last show
- RVX - 13.9, down 2 points from last week
- VVIX - 91, nine handles lower than last show
- VIX Options - ADV: 459k, VIX call/put: 3/1, Total 8.66m (6.48m Calls, 2.18m Puts)
- Why go 1x2 when you can go 1x4!?
- VXX -...
Sep 10, 2018
Volatility Review: A look at last week from a volatility perspective
VIX Cash - 14.4, up 2.4 from two weeks ago
- RVX - 15.90
- VVIX - 100 - 7 handles higher than last show
- VIX Options - ADV: 459k, VIX call/put: 3.3/1, Total 7.62m (5.82m Calls, 1.80m Puts)
- VXX - 30.40, nearly 2-points higher than last show
Crystal Ball:...