Volatility Views 177: VIX Weeklies Launch with a Bang

Published: Oct. 12, 2015, 6:56 p.m.

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

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  • VIX Cash: The streak is done - VIX firmly below 20!
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  • VIX Weeklies finally join the party - decent volume for the first day.
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  • A theory of why the VIX sputtered on Aug 24.
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  • VIX Options: Some early call selling during the rallies - but primarily more VIX upside call buying.
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  • Gold: GLD continues to dive.
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  • Crude Oil: OIV - 43.98, OVX - 42.97
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Vol Voicemail: Listeners weigh in

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  • Question from Nigel B - How are crude options and volatility looking with this rally toward 50? Lots of call love?
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  • Question from Alamut01 -SPX sells off over 2% last week and VIX barely budges. What up?
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  • Question from IVUP - Can you please give us a status update on the Voldex products particularly a release date?
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  • Question from Agave - Is it true that volatility skew was born out of the 1987 crash and did not exist previously? I heard that recently and it seems difficult to believe.
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Crystal Ball: Earnings season has begun. Will we stay below 20 for the next week?