Dec 12, 2016
Volatility Review: A look back at the week from a volatility
- VIX Cash - 12.3
- VVIX - 91
Russells Weekly Rundown:
- A glimpse into Russells RMC Asia excursion.
- VIX Options: A heavier volume week this week. Total 6.79m
(4.75m Calls, 2.04m Puts)
- Earnings Volatility: Block Trade Analysis: A buyer of 250,000
XLF Jan 20th 25 calls
- Oil Vol: Crude Vol gets a smack down. OIV - 32, WTI back over
$50 is contributing to the Vol collapse.
Volatility Voicemail: Listener questions and comments
- Comment from JoeSmith78 - Profit taking after FOMC meeting is
my guess, why else would they move together?
- Question from Jackobin - Is it possible to buy a basket of
commodity volatility? Maybe an ETF?
Crystal Ball: Wild, perhaps reckless prognostication.
- Mark L. - 13.5
- Mark S. - 14.25
- Russell - 21.2
- Mark L. - 12.25
- Mark S. - 11.5
- Russell - 13.5