Apr 10, 2017
Volatility Review: Today we are joined by guest co-host Bill Valentine, Commodore Fund
- VIX Cash - 12.39, VVIX - 84
- CBOE Skew Index - 131, back down to normal levels
- VIX Options: Mon - 597k, Tues - 368k, Weds - 720k, Thurs - 564k, ADV - 659k, (Total: 9.8M - 7M Calls, 2.8M Puts)
- VIX Call/Put - 2.4/ 1
- OIV/OVX - 26 - in the toilet
- GVZ - 12.85
- TYVIX - 5.12
Volatility Voicemail: Comment from LVT. Re: your discussion from last week. I think moving averages are worthwhile when analyzing VIX. Other than that, not so much.
Crystal Ball: Your VIX prognostication headquarters
Last week:
- Mark L. - 12.50
- Andrew - 12
- Russell - 12.80
This week:
- Mark L. - 12.65
- Mark S. - 12
- Russell - 9.87
- Bill - 13