Have you ever wondered about the origin story of modern volatility skew?
Listen to Best of Volatility Views: The Birth of Modern Volatility Skew
Volatility Review: A look back at the week from a volatility perspective.
Black Monday. Happy 30th Birthday to Volatility Skew!
The numbers:
- VIX – 93.33
- CBOE Skew Index – 146
- VXN – 14.64
Russell’s Weekly Rundown:
- VIX ADV – 876k
- VIX call/put – 4.1
- VXX – 34.39
- XIV – 105.87
Volatility Voicemail: Options question of the week
Earnings Season is here! Which name do you plan to trade most actively this cycle?
- 27% – Tesla – $TSLA
- 34% – Amazon – $AMZN
- 23% – Apple – $AAPL
- 16% – Alphabet – $GOOGL
Listener questions and comments:
Comment form MoneyEngine X3.5 – Buying CVS calls.
- Crystal Ball: Wild and reckless prognostication
Last week:
- Mark L. – 9.55
- Mark S. – 10.25
- Ghost of Russell – 28
- Kevin – 10
This week:
- Mark L. – 9.65
- Mark S. – 10.16
- Russell – 9.87