Volatility Views 247: 25 Is the New 30 in VIX

Published: March 20, 2017, 6:36 p.m.

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

  • VIX Cash: 11.16
  • VVIX: 75
  • CBOE Skew Index: 153.66, highest since 6/27/16.
  • VIX Futures, Front month premium to cash - 0.5, Two month - 2

Russell's Weekly Rundown:

  • VIX Options: Mon - 317k, Tues - 578k, Weds - 1.26M, Thurs - 546k, ADV - 605k
  • VIX Call/Put: 2.5 / 1
  • Total 11.6M
  • We have officially killed the 30 strike!
  • OIV/OVX - 28.22, spiked to nearly 35 last week on WTI sell-off
  • GVZ - 11.07
  • TYVIX - 4.37

Volatility Voicemail: Options #QuestionoftheWeek

$VIX = 11.50, $SNAP IV30 =56, $AAPL IV30 = 14, $OIV= 33. If you had to buy #Volatility-which is the best value?

  • $SNAP - aka Tween Vol
  • $AAPL - aka #iPhone Vol
  • $VIX - aka $VIX
  • $OIV -aka #Crude $VIX

Listener questions:

  • Question from MerchantAdventurers - Non jargon...lots are betting VIX goes lower, yes?
  • Question from Grow Your Business - There will be a day in the next 60 days that it will spike big. Should have a pool to see who guesses the correct date. April 13th!

Crystal Ball: Wild and reckless prognostication

  • Mark L. - 10.65
  • Mark S. - 10.90
  • Russell - 11.11
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