Aug 10, 2015
Volatility Review: A review of the week from a volatility perspective.
- Volatility continues through earnings season - Disney and Tesla hit hard.
- VIX Cash: 14.13 - Some juice coming back into the balloon.
- VIX Futures: 12.16 - not as controversial as main VIX settlement.
- VIX Options: Decent volume week - 770k contracts Monday. Total 7.95m (5.89m Calls, 2.05m Puts).
- Crude Oil: WTI term structure - West Texas Intermediate is heading for its biggest monthly fall this year.
- Gold: A prominent gold forecaster predicts the metal will drop to a mere $350 an ounce, a level unseen since 2003.
- Gold Implied Vol: 12.1% as of July 14, 2015 and up to 18.8% on July 21, 2015
Volatility Voicemail: listener questions and comments
- Question from Antimony - Question for the Vol Squad. Have you had a chance to look over the list of latest index products launched by the CBOE? Any contenders? Personally I think the weekly revamps of put and BXM have promise, along with the 30-delta BXM.
- Question from Tommy Hendricks - What is your take on weekly VIX Futures so far? Hit or miss?
Crystal Ball: Our future vol predictions.