Volatility Views 206: The Many Zones of VIX

Published: May 31, 2016, 6:28 p.m.

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  • Volatility Review: A look at the week from a volatility perspective.
  • VVIX: 77.50 on the low end of the recent range.

Russells Weekly Rundown:

  • VIX Options: Mon - 206k, Tues - 560k, Weds - 592k, Thurs - 266k. Total 6.34m (4.55m Calls, 1.78m Puts)
  • XIV: Hit 29.98 this year - the highest level of the year. Relative strength above 60 and rising which points to continued complacency in the marketplace.

Crystal Ball: In which we predict the closing price of VIX.

  • Andrew - 12.95
  • Mark L. - 13.5
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