What do we want? Cheap IV! When do we want it? Now!
Download Volatility Views 274: All Aboard the Cheap IV Train
Volatility Review: A look back at the week from a volatility perspective
The numbers:
- VIX Cash – low of 9.55 on Thursday.
- VVIX – 94
- CBOE Skew Index – 133
Russell’s Weekly Rundown:
- VIX Options: ADV – 813k, 2.6M on Monday! VIX call/put, Total 11.4m (8.92m Calls, 2.48m Puts)
- OIV – 26.53
Volatility Voicemail: Listeners have their say
- Question from LL08 – Crazy! Is this true?
- Question from Tech Coleslaw – Can you talk a little bit more about ZIV and mid-term Vol?
- One of our listeners is running for Congress – @RogerBarone @OPTIONS More voices are better than less.
Crystal Ball: Wild and reckless prognostication
Last week:
- Mark L. – 9.75
- Mark S. – 11
- Russell – 10.10
This week:
- Mark L. – 9.2
- Andrew – 9.99
- Russell – 9.42