Best of Volatility Views: The Birth of Modern Volatility Skew

Published: Nov. 23, 2018, 6 p.m.

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

Black Monday. Happy 30th Birthday to Volatility Skew!

The numbers:

  • VIX - 93.33
  • CBOE Skew Index - 146
  • VXN - 14.64

Russell's Weekly Rundown:

  • VIX ADV - 876k
  • VIX call/put - 4.1
  • VXX - 34.39
  • XIV - 105.87

Volatility Voicemail: Options question of the week

Earnings Season is here! Which name do you plan to trade most actively this cycle?

  • 27% - Tesla - $TSLA
  • 34% - Amazon - $AMZN
  • 23% - Apple - $AAPL
  • 16% - Alphabet - $GOOGL

Listener questions and comments:

Comment form MoneyEngine X3.5 - Buying CVS calls.

  • Crystal Ball: Wild and reckless prognostication

Last week:

  • Mark L. - 9.55
  • Mark S. - 10.25
  • Ghost of Russell - 28
  • Kevin - 10

This week:

  • Mark L. - 9.65
  • Mark S. - 10.16
  • Russell - 9.87