Volatility Views 233: A Deep Dive into Asian Volatility

Published: Dec. 12, 2016, 9:39 p.m.

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

  • VIX Cash - 12.3
  • VVIX - 91

Russells Weekly Rundown:

  • A glimpse into Russells RMC Asia excursion.
  • VIX Options: A heavier volume week this week. Total 6.79m (4.75m Calls, 2.04m Puts)
  • Earnings Volatility: Block Trade Analysis: A buyer of 250,000 XLF Jan 20th 25 calls
  • Oil Vol: Crude Vol gets a smack down. OIV - 32, WTI back over $50 is contributing to the Vol collapse.

Volatility Voicemail: Listener questions and comments

  • Comment from JoeSmith78 - Profit taking after FOMC meeting is my guess, why else would they move together?
  • Question from Jackobin - Is it possible to buy a basket of commodity volatility? Maybe an ETF?

Crystal Ball: Wild, perhaps reckless prognostication.

Last week:

  • Mark L. - 13.5
  • Mark S. - 14.25
  • Russell - 21.2

This week:

  • Mark L. - 12.25
  • Mark S. - 11.5
  • Russell - 13.5
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