|
Description:
|
|
Volatility Review: A look back at the week from a volatilityperspective. - VIX cash: Creeping back up - a crazy day, almost all of ourpredictions were valid today.
Russells Weekly Rundown: - VIX Options: A light volume week overall - only on day evenremotely exceeding ADV. Lots of put love on Friday: Total 7.26m(5.41m Calls, 1.85m Puts)
- Earnings Volatility: A bad time for premium sellers. Most ofthe major names reporting the past few weeks have blown throughtheir straddles - AAPL, MSFT, GOOG, FB, AMZN
Volatility Voicemail: Listener questions and comments - Comment from Mark Melin - @RussellRhoads Talk about"anticipatory" nature of VIX futures. I have known several fundmanagers to play this as mean reversion
- Comment from John K. - One of the Tyler Durdens @zerohedge is a“Credit Derivatives Strategist” @Options: Discuss.
- Question from R_Chang - The VIX is hovering at 2016 lows. Isthis a good time to buy VIX calls to profit from a potential roarback into the 20s or beyond?
Crystal Ball: It's time for everyone's favorite game "Where willthe VIX close?!" Last Week: - Russell - 16
- Mark S. - 13.5
- Mark L. - 14.5
This Week: - Russell - 18
- Andrew - 15
- Mark L. - 15.5
|
.png)
More
Religion & Spirituality
Education
Arts and Design
Health
Fashion & Beauty
Government & Organizations
Kids & family
Music
News & Politics
Science & Medicine
Society & Culture
Sports & Recreation
TV & Film
Technology
Philosophy
Storytelling
Horror and Paranomal
True Crime
Leisure
Travel
Fiction
Crypto
Marketing
History
Comedy
Arts
Games & Hobbies
Business
Motivation