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Description:
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Volatility Review: A look back at the week from a volatility perspective - VIX Cash: About 15, lower than predicted.
- VVIX: 90, back below 100, but still elevated.
Russells Weekly Rundown: - Weekly Futures
- VIX Options: A light post-holiday week. Tues: 585k, Weds: 437k, Thurs: 386k, Total 7.15m (4.54m Calls, 2.62m Puts)
- Earnings Volatility
- VRX: Bullish options bets surge on Valeant
- Crude Oil: Back in the toilet. OIV: 43, OVX: 43
Volatility Voicemail: Listener questions and comments - Question from Engstromm: Can I trade OVX?
- Question from StGermain: When is it preferable to use VIX Options and when is it better to use VIX Futures?
Crystal Ball: Wild prognostication ensues Last Week: - Mark L.:19
- Mark S.:15
- Russell: 18
This Week - Mark L.: 15
- Mark S.: 13.5
- Russell: 16.25
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