Reaching new lows in the quest to find the bottom of the VIX.
Download Volatility Views 258: Testing Historic New Lows in VIX
Volatility Review: A look back at the week from a volatility perspective.
- VIX hits a new low of 9.37
- Comey’s testimony fails to move the needle
- Maybe Britain will provide the spark VIX needs?
- VIX Cash – 9.47, VVIX – 83.28, almost unchanged from last week.
- CBOE Skew Index – 127.09, slightly higher than least week.
- VIX Futures – still steep. Front month – 1.5, Second month – 2.3
Russell’s Weekly Rundown:
- VIX Options, Mon – 459k, Tues – 473k, Weds – 453k, Thurs – 473k, ADV – 722k. VIX Call/Put: 3.3/1. Total 9.20m (7.06m Calls, 2.14m Puts)
- VXX – ADV 356k, OI – 1.2/1 calls over puts.
- OIV – 32.31
- OVX – 33.84
Volatility Voice mail: Questions, comments, polls and more!
With $VIX giving up the ghost – which products are you hoping will provide new sources of #Volatility for your #options trading?
- Crude Oil (WTI, etc)
- Metals ($GLD, $SLV, etc)
- FX (GBP/USD, etc)
- Indv. Equities-$TSLA, etc.
Listener Questions and comments
- Comment from John King? -?#Fired #FBI director completes televised #Testimony negative for sitting #president & #VIX DOWN .41 to 9.98. Just plain crazy. @Options #USA
- Comment from AGTrader? – God help them when they have to all cover at once.
Crystal Ball: Your prognostication headquarters
This week:
- Mark L. – 9.75
- Mark S. – 10.5
- Russell – 11.23