Russell returned from RMC Asia and reports back on what he learned.
Download Volatility Views 233: A Deep Dive into Asian Volatility
Volatility Review: A look back at the week from a volatility perspective.
- VIX Cash – 12.3
- VVIX?- 91
Russell’s Weekly Rundown:
- A glimpse into Russell’s RMC Asia excursion.
- VIX Options: A heavier volume week this week. Total 6.79m (4.75m Calls, 2.04m Puts)
- Earnings Volatility: Block Trade Analysis: A buyer of 250,000 XLF Jan 20th 25 calls
- Oil Vol: Crude Vol gets a smack down. OIV – 32, WTI back over $50 is contributing to the Vol collapse.
Volatility Voicemail: Listener questions and comments
- Comment from JoeSmith78 – Profit taking after FOMC meeting is my guess, why else would they move together?
- Question from Jackobin – Is it possible to buy a basket of commodity volatility? Maybe an ETF?
Crystal Ball: Wild, perhaps reckless prognostication.
Last week:
- Mark L. – 13.5
- Mark S. – 14.25
- Russell – 21.2
This week:
- Mark L. – 12.25
- Mark S. – 11.5
- Russell – 13.5