Dec 27, 2016
Volatility Review: A look back at the week from a volatility perspective
Russells Weekly Rundown:
Dec 19, 2016
Volatility Review: A look back at the week from a volatility perspective
Dec 12, 2016
Volatility Review: A look back at the week from a volatility perspective.
Russells Weekly Rundown:
Dec 5, 2016
Volatility Review: The Trump vol selloff seems to have stabilized. VIX Cash: 14. VVIX : 97. VIX Options: Light volume week coming off the holiday, and even mild volume heading into non-farms. Total 5.97m (4.16m Calls, 1.81m Puts). Oil Volatility: OIV: 40. XLE is up 8% since Tuesday, volume 1.5x ADV - calls slight over...
Nov 28, 2016
It may seem like it was years ago, but Brexit dominated the headlines, and Volatility Views a mere five months ago.
In this "Best of Volatility Views" we go back to the episode before the historic vote and look at the ensuing volatility explosion.