Nov 2, 2015
Volatility Review: Today's guest is guest: Russell Rhoads from
the CBOE Options Institute. The panel discusses:
- CBOE Earnings Update - Trading volume increases 6 percent, with
record trading volume in index options and futures. Total trading
days: 64. ADV: 5.25M, Total Trading Volume: 335.7M.
- Update on TYVIX & RVX.
- VIX Cash: VIX cash remains south of 15 handle.
- VIX Futures: Dramatic movements in CBOE Skew Index. Two weeks
ago: 151.22, last week: 121.02, this week: 134.63. Previous high
around 140 last year.
- VIX Weeklies - Week 4: Another robust volume week for
- VIX Options: Total 6.76m (4.80m calls, 1.95m puts)
- Gold: Fed squeezing gold yet again. GVZ: 15.77
- Crude Oil: OIV: 43.16, OVX: 43.63
Crystal Ball: Earnings season in full swing. Nonfarms next