Volatility Views 169: AAPL and VIX Skewpalooza

Published: Aug. 17, 2015, 9:09 p.m.

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

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China devalues the yuan. Why is there no volatility in response? It all comes out in the wash. AAPL flirting with a big move to the downside. Put volume averaging 618,000/day. AAPL a utility? What\'s the Fed going to do? The week in VIX options. Strong volume for the week:

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  • 1.6m contracts Monday 8/10
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  • 1.4m contracts on Wednesday 8/12
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  • 835k contracts Thursday 8/13
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  • VSTOXX: Channeling Don S.
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  • Crude Oil: Eyeing the continued dive in oil prices.
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  • OVX: 43.23
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  • OIV: 44.49
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  • Gold: Gold Storm on the Horizon
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Crystal Ball: Diving boldly unto the breach and making reckless volatility predictions.

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