Jun 23, 2014
Volatility Views 116: The Mystery of Gold Volatility Futures
Volatility Review: VIX cash hovering below the 11 handle yet again and the narrative has shifted from "VIX is too low" to "We may see a single digit VIX soon," which Andrew predicted this not too long ago. Top OI Strikes: July 13 Put - 416K, July 16 Call - 385K, July 20 Call - 371K & Sep 19 Call - 261K. RVX: OI still hovering around 5K contracts.
Janet Yellen torpedoed a key catalyst for market volatility, characterizing the recent inflation data as "noisy". GVZ jumps 20% in one session. Oil volatility returns on Iraq fears. Currency volatility plummets.
Volatility Voicemail: Listener questions and comments
Crystal Ball: An outlook for VIX, RVX, VIX ETPs and other volatility products.