Hedge volatility w/ SPX? That’s smart volatility!
Download Volatility Views 207: What the Heck is Smart Volatility?
Volatility Viewpoint: Today we are featuring Taylor Lukof, CEO of ABR Dynamic Funds.
ABR recently introduced their new “smart volatility” mutual fund: The ABR Dynamic Blend Equity and Volatility Fund (ABRVX).
- What is it?
- How does it work?
- What next for ABR?
Volatility Review: A look back at the week from a volatility perspective
- The impact of Non-farms on volatility.
- VIX Cash: High of 15.25 on Weds – 13.63 today.
- VVIX: 79.54 ?- near the low end of the recent range.
- VXX: 13.09
- XIV: 32.82
Russells Weekly Rundown
- Russell Twitter picture is here
- VIX Options: Tues – 655k, Weds – 300k, Thurs – 549k, Total 6.79m (4.85m Calls, 1.94m Puts)
- Crude Oil: OVX/OIV:? 36.64 – dramatically lower than earlier in the year.
Volatility Voicemail: Listener questions and comments
- Question from Gabe – How can something like the VIX be technically oversold?
Crystal Ball: It’s time for everyone’s favorite game “Where will the VIX close?”
Last week:
- Mark L. – 13.50
- Andrew – 12.95
This week:
- Taylor – 14.25
- Mark L. – 13
- Russell – 15.25
- Mark S. – 14.25