Published: July 25, 2016, 8:31 p.m.
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Volatility Review, featuring special guest: Bill Luby from VIX and More.
- VIX Cash: 12.18; Earnings season and the Fed not injecting substantial volatility into the marketplace
- VIX Futures: Still surprising premium to cash
- VVIX: 88.42. Back below 100, but still elevated
VIX Options: A light volume week across the board in all products, including VIX
- Mon: 557k, Tues: 774k, Weds: 338k, Thurs: 566k, Fri: 163k
- Total 4.95m (3.41m Calls, 1.54m Puts)
Earnings Volatility: Big names on the earning docket this week:
- AT&T (T)
- Chipotle Mexican Grill (CME)
- E*Trade Financial (ETFC)
Crude Oil:
Volatility Voicemail: Listener questions and comments
- Question from AL08: IV or HV. Which is most important? Which should I pay attention to?
- Question from Jack King: What is the primary driver of volatility, skew puts or calls?
Crystal Ball: Guess the closing price of the VIX
Last Week:
- Mark L.: 13.25
- Andrew: 12.25
- Russell: 13.51
This Week:
- Mark L.: 11.5
- Mark S.: 9.5
- Russell: 17.35
- Bill: 12.71
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