Apr 29, 2019
SPIKES - 13, up 0.75-point from last show.
VIX Cash - 12.75, up 0.5-points higher than last week.
VVIX - 84, 1-point lower than last show
VIX Options: Friday - 148, ADV - 459k, Total 7.41m (6.19m Calls, 1.22m Puts)
VXXB - 25.3, 1.3-points lower than last show.
Tuesday - Twitter,...
Apr 22, 2019
Volatility Review: Brexit, Brexit, Brexit!!!
Weekly Options Insider Poll - Do you think the UK will make a Brexit from the EU?
Volatility Voicemail: Listener questions and
Question from Tronghi: Detailed thoughts on VIX futures curve as of June 15.
Apr 15, 2019
SPIKES - 12.25, down 0.5-points from last show
VIX Cash - 12.3, 0.7-points lower than last week
VVIX - 85, 6-points higher than last show. We saw the expected pop but not the expected move in VIX/VXX
VIX Options - ADV: 530k, Total 11.1m (8.41m Calls, 2.65m Puts)
VXXB - 26.6, 1.4-points lower than...
Apr 8, 2019
A week of mild rallies, trade war progress and dwindling recession fears killing volatility.
Non-farms did not spark any volatility.
SPIKES - 12.8, down nearly 1.5-points from last show
VIX Cash - 13, 1-point lower than last week
VVIX - 79, 8-points lower than last
VIX Options - ADV: 523k, Total...
Apr 1, 2019
A week of mild rallies is killing volatility. Latest Brexit fail is not spooking the market.
SPIKES - 14.1, nearly 3-points lower than last show.
VIX Cash - 14, 2.5-points higher than last week.
VVIX - 87, 11-points lower than last show.
VIX Options - ADV: 549k, Total 9.37m (7.18m Calls, 2.19m Puts).