Trump and the VIX. What could go wrong?
Download Volatility Views 239: Trump vs VIX
Volatility Review: A look back at the week from a volatility perspective
- VIX Cash – 13
- VVIX ?- 86
- VIX Futures: Front month premium to cash – 1.5; Two month premium to cash – 2.70
Russells Weekly Rundown:
- VIX Options: A heavy volume week. ADV 554k, Thurs – 405k, Weds – 850k, Tues – approx. 1M, Mon – Closed. VIX Call/Put: 2.9/1. Total 5.4M (4M Calls, 1.4M Puts)
- OIV/OVX – 30.88
- GVZ – 15.17 – Near the low end of a 52-week range.
- TYVIX – 5.91
Volatility Voicemail: Listeners get their say
#Options #QuestionOfTheWeek – Earnings Season awakens! How do you play earnings using options? Are you an Earnings #Jedi or #Sith?
- Dark Side (Short Premium)
- Light Side (Long Premium)
- No Side – Avoid earnings
- Other (Reply/DM w/ideas)
- Question from Maryanne – How long do you think this period of low volatility will last?
Crystal Ball: Your prognostication headquarters
Last week:
- Mark L. – 12.25
- Mark S. – 11.50
- Guest – 14.51
- This week:
- Mark L. – 11.55
- Andrew – 12.01
- Russell – 12.34