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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
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 |