Volatility Views 183: A Disturbance in the VIX Force

Published: Nov. 23, 2015, 8:12 p.m.

b'

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

\\n
    \\n
  • VIX Cash: Interesting Vol activity this week. Volatility remaining firm going into the weekend
  • \\n
  • VVIX: 96.18
  • \\n
  • CBOE Skew Index back to boring - This week: 139.16
  • \\n
  • VIX Options: Heavy volume early in the week. 1M contracts on Monday, 800k contracts on Tuesday. Light volume the rest of \\xa0the week. Total 5.19m (3.77m calls, 1.42m puts)
  • \\n
  • Gold: GVZ this week: 17.57
  • \\n
  • Crude oil: OIV: 42.30, OVX: 43.75
  • \\n
\\n

Volatility Voicemail: Listener qquestions and comments

\\n
    \\n
  • Question from Hawkeye - Love seeing Russell as the new addition to the Vol Views cast of characters. You mentioned you wanted a nickname for him. Since he is going for his Phd (but has not quite gotten it yet), he teaches classes for the OIC, and he literally wrote the book on VIX, how about calling him "Professor VIX" (and maybe moving to "Dr. VIX" once he gets his diploma). I also wanted to say that it was great hearing Don "Palms out" Schlessinger a couple shows back. \\xa0You need to get him on as a guest host more often, and see if the Viceroy can guest host once in a while, too. Lastly, I love hearing from those Typhon guys. Any time you can get them on, please do so. \\xa0Anybody with the comedic sense to name their trades "mullet" and "tellum" is good in my book. \\xa0Wit with Wisdom is the best mix. Thanks and keep the great shows coming.
  • \\n
  • Question from TiffanyL1 - Is it possible to simply buy VIX cash without messing with the futures?
  • \\n
  • Question from George T. - Can I buy still buy VIX on the old calculation without the skew?
  • \\n
\\n

Crystal Ball: Meandering VIX. Earnings season winding down. Fed on horizon in December.

'