Published: Oct. 2, 2017, 8:32 p.m.
Volatility Review: A look back at the week from a volatility perspective
6% IV, all aboard!
The numbers:
- VIX Cash - low of 9.55 on Thursday.
- VVIX - 94
- CBOE Skew Index - 133
Russell's Weekly Rundown:
- VIX Options: ADV - 813k, 2.6M on Monday! VIX call/put, Total 11.4m (8.92m Calls, 2.48m Puts)
- OIV - 26.53
Volatility Voicemail: Listeners have their say
- Question from LL08 - Crazy! Is this true?
- Question from Tech Coleslaw - Can you talk a little bit more about ZIV and mid-term Vol?
- One of our listeners is running for Congress - @RogerBarone @OPTIONS More voices are better than less.
Crystal Ball: Wild and reckless prognostication
Last week:
- Mark L. - 9.75
- Mark S. - 11
- Russell - 10.10
This week:
- Mark L. - 9.2
- Andrew - 9.99
- Russell - 9.42