Volatility Views 239: Trump vs VIX

Published: Jan. 23, 2017, 8:56 p.m.

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

  • VIX Cash - 13
  • VVIX - 86
  • VIX Futures: Front month premium to cash - 1.5; Two month premium to cash - 2.70

Russells Weekly Rundown:

  • VIX Options: A heavy volume week. ADV 554k, Thurs - 405k, Weds - 850k, Tues - approx. 1M, Mon - Closed. VIX Call/Put: 2.9/1. Total 5.4M (4M Calls, 1.4M Puts)
  • OIV/OVX - 30.88
  • GVZ - 15.17 - Near the low end of a 52-week range.
  • TYVIX - 5.91

Volatility Voicemail: Listeners get their say

#Options #QuestionOfTheWeek - Earnings Season awakens! How do you play earnings using options? Are you an Earnings #Jedi or #Sith?

  • Dark Side (Short Premium)
  • Light Side (Long Premium)
  • No Side - Avoid earnings
  • Other (Reply/DM w/ideas)
  • Question from Maryanne - How long do you think this period of low volatility will last?

Crystal Ball: Your prognostication headquarters

Last week:

  • Mark L. - 12.25
  • Mark S. - 11.50
  • Guest - 14.51
  • This week:
  • Mark L. - 11.55
  • Andrew - 12.01
  • Russell - 12.34