Published: Nov. 20, 2017, 8:15 p.m.
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Volatility Review: A look back at the week from a volatility perspective
The numbers:
- VIX Cash - Back above 12, briefly
- Bitcoin vs. VIX - What Has Been More Volatile in 2017?
- VVIX - 100.15
- CBOE Skew Index - 136
Russell's Weekly Rundown
- VIX Options: ADV - 739k, VIX Call/Put - 3.7, Total 9.69m (7.64m Calls, 2.05m Puts)
- FINRA Orders Wells Fargo to Pay $3.4M over Volatility-Linked ETPs
Volatility Voicemail: Stream of consciousness questions and comments
- Question from Andrew Giovinazzi\\u200f - Why is the rock lobster so handsome?
- Comment from David - $VXX is clearly the worst ETF. It has destroyed pretty much all of the value invested in it since inception. Or does that make it the best if you're short?
- Comment from OphirGottlieb - $VIX hello, friend. I've missed you. You appear to want to stay this time. @Options @RussellRhoads
- Comment from SaqibReports - Shhh. You will scare it away!
- Question from Lonesome - Could you tell us the process of how options market makers mitigate risk/remain delta neutral?
Crystal Ball: Wild and reckless prognostication.
Last week:
- Mark L. - 9.65
- Mark S. - 9.99
- Russell - 9.15
This week:
- Mark L. - 9.75
- Mark S. - 9.99
- Russell - 10.59
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