Friend zone? Danger zone? Construction zone? What ARE the many zones of VIX?
Download Volatility Views 206: The Many Zones of VIX
- Volatility Review: A look at the week from a volatility perspective.
- VVIX: 77.50 on the low end of the recent range.
Russells Weekly Rundown:
- VIX Options: Mon – 206k, Tues – 560k, Weds – 592k, Thurs – 266k. Total 6.34m (4.55m Calls, 1.78m Puts)
- XIV: Hit 29.98 this year – the highest level of the year. Relative strength above 60 and rising which points to continued complacency in the marketplace.
Crystal Ball: In which we predict the closing price of VIX.
- Andrew – 12.95
- Mark L. – 13.5