Mar 20, 2017
Volatility Review: A look back at the week from a volatility perspective.
- VIX Cash: 11.16
- VVIX: 75
- CBOE Skew Index: 153.66, highest since 6/27/16.
- VIX Futures, Front month premium to cash - 0.5, Two month - 2
Russell's Weekly Rundown:
- VIX Options: Mon - 317k, Tues - 578k, Weds - 1.26M, Thurs - 546k, ADV - 605k
- VIX Call/Put: 2.5 / 1
- Total 11.6M
- We have officially killed the 30 strike!
- OIV/OVX - 28.22, spiked to nearly 35 last week on WTI sell-off
- GVZ - 11.07
- TYVIX - 4.37
Volatility Voicemail: Options #QuestionoftheWeek
$VIX = 11.50, $SNAP IV30 =56, $AAPL IV30 = 14, $OIV= 33. If you had to buy #Volatility-which is the best value?
- $SNAP - aka Tween Vol
- $AAPL - aka #iPhone Vol
- $VIX - aka $VIX
- $OIV -aka #Crude $VIX
Listener questions:
- Question from MerchantAdventurers - Non jargon...lots are betting VIX goes lower, yes?
- Question from Grow Your Business - There will be a day in the next 60 days that it will spike big. Should have a pool to see who guesses the correct date. April 13th!
Crystal Ball: Wild and reckless prognostication
- Mark L. - 10.65
- Mark S. - 10.90
- Russell - 11.11