Jul 28, 2014
Volatility Views 120: Breaking down Earnings Straddles
Volatility Review: A little calmer week, at least compared to last week. VIX Options:3.8 calls to puts - way off the charts! Top open interest positions
Decent movement...
Jul 21, 2014
Volatility Views 119: Craziest Week Ever
Volatility Review: crazy week for VIX cash. It had a range of 10.59 to 15.38this week. Thursday: largest jump in over a year -- the day after Jul options settled at a 7-year low settlement print of 11.03. VIX takes big jump on Ukraine, Middle East worries. Set against another...
Jul 14, 2014
Volatility Views 118: The VIXFather Turns on His Creation
Volatility Review: VIX Cash: the week’s range was 11.01-13.23. Thanks to concerns about Portugal's banks repaying debt, Europe's VStoxx Index and the VIX jumped on Thursday. Will earnings season usher in volatility? VIX Options. VXST Options. SPX Skew. Robert...
Jul 1, 2014
Volatility Views 117: Getting Your Face Ripped Off By Vol
Volatility review: VIX cash had a range of 10.92 - 12.51 last week and has been on an uptrend for most of the week. A look at VIX futures. A riddle from Don. VXST, RVX options. Gold/metals vol: GVZ range of 12.64-13 last week. General downtrend in gold vol...