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Description:
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Volatility Review: A look back at the week from a volatility perspective. - VIX Cash: 12.82, lower than expected.
- VVIX: 86, back below 100 but still elevated.
Russells Weekly Rundown - VIX Weeklies updates
- VIX Options: Mon: 461K, Tues: 233K, Weds: 475K, Thurs: 905K
- Total 8.12m (5.46m Calls, 2.67m Puts)
- Barclays breaks down best Vol trades in June.
- Crude Oil
- Gold
Volatility Voicemail: Listener questions and comments Question from Vegas: Regarding VIX, we were at all-time highs in ES when we made the top of the yearly range and VIX was at a low level around 10. Now we're higher and VIX can't break 13.50 to the downside. What’s the deal? Crystal Ball: It's time for everyone's favorite game, where will the VIX close? Last Week: - Mark L.: 15
- Mark S.: 13.5
- Russell: 16.27
This Week: - Mark L.: 13.25
- Andrew: 12.25
- Russell: 13.51
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