Volatility Views

 

 


BROUGHT TO YOU BY THE MIAX EXCHANGE GROUP.

 


  • HOST: Mark Longo, The Options Insider Media Group
  • CO-HOST: Andrew Giovinazzi- Option Pit
  • CO-HOST: Shelly Brown – MIAX
  • CO-HOST: Simon Ho – T3 Index

VOLATILITY REVIEW

  • A week of mild rallies is killing volatility. Latest Brexit fail is not spooking the market.
  • SPIKES 14.1, nearly 3-points lower than last show.
  • VIX Cash – 14, 2.5-points higher than last week.
  • VVIX 87, 11-points lower than last show.
  • VIX Options – ADV: 549k, Total 9.37m (7.18m Calls, 2.19m Puts). More 1×2 call spread today.
  • VXXB – 29.5, 2.5-points lower than last show.

CRYSTAL BALL

  • Last week:
    • Mark L. – 14.25
    • Mark S. – 12.37
    • Simon – 13.55
  • Next week:
    • Mark L. – 13.75
    • Mark S. – 13.20
    • Simon – 13.25