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Home > Volatility Views > Volatility Views 208: Fed and Brexit Jump Start the VIX
Podcast: Volatility Views
Episode:

Volatility Views 208: Fed and Brexit Jump Start the VIX
Category: Business
Duration: 01:01:23
Publish Date: 2016-06-13 11:49:25
Description:

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

  • VIX Cash: High: 16.27 today. VIX remains somewhat muted heading into FOMC next week and Brexit the following week.
  • VIX Futures: All-time record high OI for VIX Futures: 501,835 on June 7
  • VVIX: Creeping back up toward the high of recent range. VVIX: 90.
  • VXX: 13.20
  • XIV: 32.56

Russells Weekly Rundown

  • VIX Options: Mon: 732k, Tues: 552k, Weds: 472k, Thurs: 585k.
  • Total 7.85m (5.75m Calls, 2.10m Puts)
  • Soybean Vol: Still crazy town in soybean volatility.

Volatility Voicemail: Listener questions and comments

  • Question from 777: Does the many VIX tradable products influence the underlying index to any great extent? Is the tail waging the dog?
  • Question from Skiball: Where do you see the VIX going and how will it impact stock picking in this market?

Crystal Ball: Russell finally gets the win by being the least-wrong with the 15.25 guess.

Where will the VIX close on Friday? Don't discount FOMC, Brexit.

  • Russell: 16.5
  • Mark S.: 18.01
  • Mark L.: 15.5
Total Play: 0

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