Volatility Views 213: The Product You Hate to Love

Published: July 18, 2016, 5:31 p.m.

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

  • VIX Cash: 12.82, lower than expected.
  • VVIX: 86, back below 100 but still elevated.

Russells Weekly Rundown

  • VIX Weeklies updates
  • VIX Options: Mon: 461K, Tues: 233K, Weds: 475K, Thurs: 905K
  • Total 8.12m (5.46m Calls, 2.67m Puts)
  • Barclays breaks down best Vol trades in June.
  • Crude Oil
  • Gold

Volatility Voicemail: Listener questions and comments

Question from Vegas: Regarding VIX, we were at all-time highs in ES when we made the top of the yearly range and VIX was at a low level around 10. Now we're higher and VIX can't break 13.50 to the downside. What\\u2019s the deal?

Crystal Ball: It's time for everyone's favorite game, where will the VIX close?

Last Week:

  • Mark L.: 15
  • Mark S.: 13.5
  • Russell: 16.27

This Week:

  • Mark L.: 13.25
  • Andrew: 12.25
  • Russell: 13.51
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