Published: Dec. 26, 2017, 5:09 p.m.
Volatility Review: Looking back on 2017, the year without volatility. VIX has been under 10 for about 45 days this year, and under 12 for a little over 200 days.
The numbers:
- VIX Cash - 9.56
- VVIX - 92
- CBOE Skew Index - 132.5
Russell's Weekly Rundown:
- VIX Options: ADV - 721k
- VIX call/put: - 4, Total 9.38m (7.51m Calls, 1.88m Puts)
- Commodities: Volatility is low but ambiguity is sky high.
Volatility Voicemail: Options question of the week.
Now it's a party! Bitcoin futures are live on both CME Group & CBOE. But everyone's asking us the $1M question - "When will we get Bitcoin Options?" So we thought we'd ask you: When will we be able to trade options on these futures?
- Q1 2018
- Q2 2018
- Q3 2018
- Q4 2018
Listener questions and comments:
- Comment from FContangotrader - You should call #optionblockchain... forget Bitcoin, if you short $vxx since 2011 now you own an island at the Bahamas, if you own gamma and hedge with vol products, now you own 2 islands.
- Question from Javier - Is there a Bitcoin VIX from the CBOE?
- Question from JediGuy - What were your favorite volatility events and trades from 2017?
- Question from Taj Penaso - Hi, will there be options for bitcoin once the futures are traded?? Or just the futures until there are tradeable ETFs available? Thanks
Crystal Ball: Wild and reckless prognostication
Last week:
- Mark S. - 10
- Russell - 9.74
- Bill - 8.99
This week:
- Mark L. - 9.65
- Andrew - 8.99
- Russell - 9.25