Published: Feb. 22, 2016, 9:56 p.m.
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.
\n
\n- VIX Options: A strong start to the week after the holiday. Total 4.95m (3.39m Calls, 1.57m Puts)
\n- Crude Oil: Recent rumors of supply action driving crude. Volatility remains on low end of recent elevated range. OIV/OVX - 67
\n- Gold: GVZ 25.67 - Extremely elevated. Gold rallying hard in recent sessions.
\n
\n
Volatility Voicemail: Listener questions and comments
\n
\n- Option Insider Question of the Week: How Many U.S. Options Exchanges Do We Need?\n
\n5% \xa0- 14 is perfect!
\n30% - The more the merrier.
\n60% - Make it stop!
\n5% - Other
\n
\n \n- Question from George K. - What typically happens to volatility around a presidential election?
\n
\n
Crystal Ball: The celebrations for Chinese New Year are over. Back to work!
\n
Where will VIX be next week?
\n
\n- Sebastian: 26 on Thursday, 24.5 on Friday.
\n- Russell: Low 19s
\n- Mark: 21.50-22
\n
\n
Who will win? Tune in next week to see