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Home > Volatility Views > Volatility Views 222: Revenge of the VIX 1x2
Podcast: Volatility Views
Episode:

Volatility Views 222: Revenge of the VIX 1x2
Category: Business
Duration: 00:59:25
Publish Date: 2016-09-19 12:25:17
Description:

Volatility Review: A look back at the week from a volatility perspective

  • VIX Cash: High of 19.12 earlier this week. 30-Day HVOL: 11; 30-Day IVOL: 14
  • VVIX: Currently at 109 with a high of 116 this week

Russells Weekly Rundown:

  • VIX Options: A very active week. Mon - 951k, Tues - 1.3M!, Weds - 656k; Total 8.06m (5.62m Calls, 2.44m Puts)
  • Crude: OIV/OVX: 40 - Retreating from a recent spike up to nearly 46.
  • Gold: 30-Day HVOL: 10.7% - Near the bottom end of the 52 week range. 30-Day IV: 15% - Only in the 23rd percentile

Volatility Voicemail: Listener questions and comments

  • Question from Erik Leland - Saw VIX 1x2s going up this week. Is it that season again?
  • Question from JVac - What about a mini VIX option?
  • Question from TC - U.S. has VIX. Europe has VSTOXX. What is the Asian equivalent? Nifty VIX? It hardly seems comparable. Is there a Chinese or Japanese Vol product?
  • Question from CVortt3 - This guy says you should ignore VIX. Agree? Please discuss on Vol Views - http://etfdailynews.com/2016/09/16/heres-why-investors-should-ignore-the-vix/
  • Question from ThinkTankTrading: Can you ask Russell Rhoads why he blocked me? That is my question for your show. Thanks in advance

Crystal Ball: Reckless prognostication

Where will the VIX close this week:

  • Mark L. - 15
  • Mark S. - 15.75
  • Russell - 16.5
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