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Home > Volatility Views > Volatility Views 193: Talking Electoral Volatility
Podcast: Volatility Views
Episode:

Volatility Views 193: Talking Electoral Volatility

Category: Business
Duration: 00:59:57
Publish Date: 2016-02-22 15:56:34
Description:

Volatility Review: VIX. Contago has returned - VIX out of the red zone. CBOE Russel Study - Analyzing Russell 2000 Index options-based benchmark indexes designed to provide enhanced yields and risk-adjusted returns.

  • VIX Options: A strong start to the week after the holiday. Total 4.95m (3.39m Calls, 1.57m Puts)
  • Crude Oil: Recent rumors of supply action driving crude. Volatility remains on low end of recent elevated range. OIV/OVX - 67
  • Gold: GVZ 25.67 - Extremely elevated. Gold rallying hard in recent sessions.

Volatility Voicemail: Listener questions and comments

  • Option Insider Question of the Week: How Many U.S. Options Exchanges Do We Need?

    5%  - 14 is perfect!

    30% - The more the merrier.

    60% - Make it stop!

    5% - Other

  • Question from George K. - What typically happens to volatility around a presidential election?

Crystal Ball: The celebrations for Chinese New Year are over. Back to work!

Where will VIX be next week?

  • Sebastian: 26 on Thursday, 24.5 on Friday.
  • Russell: Low 19s
  • Mark: 21.50-22

Who will win? Tune in next week to see

Total Play: 0

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