There is already a whale in VIX weekies!

Volatility Views

Download Volatility Views 177: VIX Weeklies Launch with a Bang

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

  • VIX Cash: The streak is done – VIX firmly below 20!
  • VIX Weeklies finally join the party – decent volume for the first day.
  • A theory of why the VIX sputtered on Aug 24.
  • VIX Options: Some early call selling during the rallies – but primarily more VIX upside call buying.
  • Gold: GLD continues to dive.
  • Crude Oil: OIV – 43.98, OVX – 42.97

Vol Voicemail: Listeners weigh in

  • Question from Nigel B – How are crude options and volatility looking with this rally toward 50? Lots of call love?
  • Question from Alamut01 -?SPX sells off over 2% last week and VIX barely budges. What up?
  • Question from IVUP -?Can you please give us a status update on the Voldex products particularly a release date?
  • Question from Agave – Is it true that volatility skew was born out of the 1987 crash and did not exist previously? I heard that recently and it seems difficult to believe.

Crystal Ball: Earnings season has begun. Will we stay below 20 for the next week?