Volatility Views 205: What Will the Fed Do, and When?

Published: May 23, 2016, 4:55 p.m.

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Volatility Review: What happened this week in volatility?

  • Much ado about nothing?
  • Vol higher, but range is another story
  • Why does VIX sometimes understate volatility?
  • Why aren't people using weeklies strategically?
  • Russell channels Columbo
  • Volume and OI low as nothing looming on the economic calendar
  • What will the Fed to, and when?
  • Headlines versus revisions
  • RUT = growth; SPX = value?
  • Why hasn't OVX dropped given the underlying?

Crystal Ball: Where will the VIX close on Friday? Russell: 14.75. Memorial day is coming, that means an extra headwind is coming our way. Mark S.:Below 14 at 12:30 central time, but 15 at 3:00 pm central time. People taking things easy, with a big vol dump on the 25th and 26th.

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