Volatility Views

Volatility Review: A look back at the week from a volatility perspective Secrets To The Hottest Trade - Shorting VIX The Numbers: VIX - Hit a low of 9.13 on Oct. 5 - still flirting with single digits. VVIX - 97.79, CBOE Skew Index - 146, VXN - 14.33 Kevin's Weekly Rundown VIX Options: ADV - 868k, VIX Call/Put: 3.8 Total 13.4m (10.6m Calls, 2.77m Puts) VXX - 35.97, XIV - 105.87, UVXY - 17.36 Volati...

Volatility Review: A look back on the week from a volatility perspective. VIX Cash - A low of 9.13 on Oct. 5 VVIX - 91.79, CBOE Skew Index - 140 Russell's Weekly Rundown Fed Survey on Firm Uses of Equity Volatility, By Russell Rhoads, CFA VIX Options - VIX Call/Put: 3.7, Total 12.0m (9.44m Calls, 2.52m Puts) VXX - 37.95, XIV - 100.57 Volatility Voicemail: Options question of the week Break out you...

Volatility Review: A look back at the week from a volatility perspective 6% IV, all aboard ! 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? Questi...

Volatility Review: A look back at the week from a volatility perspective The numbers: VIX Cash - A low of 9.54 on Thursday VVIX - 92 CBOE Skew Index - 137.87 'False Peace' for Markets? A Trader Is Betting Millions on It Russell's Weekly Rundown: VIX Options - ADV: 813k, VIX call/put: 3.5 Total 9.96m OIV - 26.53 Volatility Voicemail: Listeners take over the show Volatility Views/TWIFO Flash Poll: W...

Volatility Review: A full overview of CBOE RMC Europe. The numbers: VIX Cash - a high of 11.10 on Monday. VVIX - 92 CBOE Skew Index - 142.74 Russell's Weekly Rundown: VIX Options - ADV: 813k, VIX Call/Put 3.1; Total 13.7m (10.4m Calls, 3.28m Puts). OIV - 26.34 Volatility Voicemail: Listener Questions and Comments Options question of the week: First #Harvey, then #Irma, now #Jose & more. We prep ho...

Volatility Review: A look back at the week from a volatility perspective Shortened holiday week hit with a never-ending parade of hurricanes Don't forget North Korea Oh, and the President Bonds are screaming August options volume is strangely high. So much for vacationing for the month VIX up into the 12-handle. Will it hit the low teens? VIX Cash: High of 14.06 on Tuesday VVIX: 99 CBOE SKEW Index...

Volatility Review: A look back at the week from a volatility perspective. The numbers: VIX Cash - 10.59, VVIX - 94.86 CBOE Skew Index - 130.5 Russell's Weekly Rundown: VIX Options: ADV - 785k, VIX Call/Put - 3.3 Total 12.0m (9.24m Calls, 2.76m Puts) OIV - 28.29 OVX - 28.37 Volatility Voicemail: Options Question of the week: Let's get cheap! If you had to buy "lottery ticket" December calls for $.0...

  Volatility Review: A look back at the week from a volatility perspective. The numbers: VIX Cash - 12.33, a high of 14.45 on Monday. VVIX - 100 CBOE Skew Index - 130 Russell's Weekly Rundown VIX Options: ADV - 764k, VIX Call/Put - 3.4, Total 11.5m (8.88m Calls, 2.66m Puts) VXX reverse split trade Volatility Voicemail: Listener questions and comments Comment from JLC - That $VIX 60 guy is just nut...

Volatility Review: Featuring guest co-hosts Kevin Davitt from the CBOE Options Institute and Matt Amberson from ORATS. The market fear gauge could quintuple by Halloween, strategist warns The numbers: VIX Cash - a high of 15.77 this week, VVIX - 117.77 CBOE Skew Index - 142.73 Russell's (Kevin's) Weekly Rundown: VIX Options - ADV: 706k, VIX Call/Put: 3.6 Total 10.6m (8.26m Calls, 2.37m Puts) OIV -...

Today we feature guest co-host Bill Valentine from Commodore Fund Volatility Review: A look back at the week from a volatility perspective The numbers: VIX Cash - 16.17 up over 40%, VVIX - 135.32 CBOE Skew Index - 136.48, VXN - 14.2 VIX Options ADV - 676k Russell's Weekly Rundown: Earnings Volatility: DIS, NVDA & SNAP Volatility Voicemail: Listener feedback Volatility Flash Poll: $VIX Hit 16.17 Th...

Volatility Review: A look back at the week from a volatility perspective VIX Cash & VVIX CBOE Skew Index Russell's Weekly Rundown: VIX Options ADV - 661k; Total 11.7m (9.28m Calls, 2.41m Puts) Earnings Volatilty: AAPL earning after the bell on Tuesday - TSLA earning Wednesday. Volatility Voicemail: Listener questions and comments Question from Market_Maker - If XIV runs out of money do investors l...

Volatility Review: A look back at the week from a volatility perspective The Numbers: VIX Cash back in double digit territory. VVIX - 86.87 CBOE Skew Index - 130 VIX Options - ADV: 653k, VIX Call/Put: 3.9/ 1; Total 10.4m (8.23m Calls, 2.13m Puts Traders 'Shocked' by VIX Bet That Could Pay $265M. Bond Trader's $10 Million Volatility Bet Is Paying Off Earnings Volatility: Monday: Alphabet opened dow...

Volatility Review: A look back at the week from a volatility perspective. The Numbers: VIX Cash - 9.58, VVIX - 76 VXN - 14.36, CBOE Skew Index - 130 VIX Options - ADV: 671k, Total 7.32m (5.82m Calls, 1.49m Puts) Russell's Weekly Rundown: Volatility Flash Poll: Someone bought 235k $VIX Aug 30/35 Call Spreads for a whopping $.05. Theory time - Why would someone buy this spread? "Hedge" Short OTC Vol...

Volatility Review: A look back at the week from a volatility perspective. CML VIZ VIX Cash: 9.90, VVIX:  85.68 VIX Options: ADV - 671k, Total 10.3m (8.28m Calls, 2.06m Puts) VIX pop quiz Strong Volume for SPXW Options with Monday, Wednesday, Friday and Month-end Expirations. A Bond Trader's $10 Million Volatility Bet Is Paying Off Volatility Voicemail: Listener questions and comments Comment from...

Volatility Review: A look back at the week from a volatility perspective. The VIX juice is loose OCC cleared futures volume in June reached 13,194,530 contracts, a 16% increase from June 2016. One of the most popular - and controversial - trades in the stock market (XIV) is showing no signs of slowing down. MRA attributes the spiking popularity to the participation of mom and pop investors. Russel...

Volatility Review: A look back at the week from a volatility perspective VIX Cash - 11.44, VVIX: 93.78 CBOE Skew Index - 129m, slightly calmer than last week. VIX Futures - Front month: 0.65 Second month: 1.25 Russell's Weekly Rundown: VIX Options: Mon - 630k, Tues - 724k, Weds - 510k, Thurs - 1.16M, ADV - 685K, Total 8.32m (6.68m Calls, 1.65m Puts) VIX Call/Put: 4.1 / 1 OIV - 29.35 OVX - 30.46 Vo...

Volatility Review: A look back at the week from a volatility perspective. VIX Cash - 10.15, VVIX - 84.21, slightly higher than last week. VIX is not a Fortune Teller CBOE Skew Index - 130.86, calmer than last week. VIX Futures - Front month: 1.5, Second month: 2.3 Russell's Weekly Rundown: VIX Options: Mon - 746k, Tues - 1.3M, Weds - 912k, Thurs - 347k VIX Call/Put: 4.1 / 1 Twenty-two Day C/P OI M...

Volatility Review with special guest co-host Mike Thompson from Typhon Capital Management. Weird Nasdaq selloff that started during last show continues. Amazon looks to buy Whole Foods. VIX Cash - 10.90, VVIX - 89.95, slightly higher than last week. CBOE Skew Index - 134.12, nearly 10 points higher than 2 weeks ago. VIX Futures - Front month: .6, Second month: 1.5 Russell's Weekly Rundown VIX Opti...

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 Run...

Today we have special guest co-host: Ophir Gottlieb, Capital Market Laboratories. Volatility Review: A look back at the week from a volatility perspective. VIX Cash: 9.89 VVIX: 83.83 - Both almost unchanged from last week. CBOE Skew Index : 124.55 VIX Futures till steep Russell's Weekly Rundown: VIX Options: Mon - Closed, Tues - 264k, Weds - 545k, Thurs - 231k, ADV - 722K VIX Call/Put: 3.2/1 Total...

Volatility Review: A look back at the week from a volatility perspective VIX Cash - 9.99 VVIX - 82.20 CBOE Skew Index - 123.65 Russell's Weekly Rundown: VIX Options: Mon - 558k, Tues - 522k, Weds - 449k, Thurs - 474k, ADV - 727K, VIX Call/Put: 3/1 Total 7.70M (5.79m Calls, 1.91m Puts) Oil plunges 4 percent on disappointment with OPEC cuts Volatility Voicemail: Options Question of the Week $VIX =11...

Volatility Review: A look back at the week from a volatility perspective VIX cash: 14.66 VVIX: 104.12 Ten biggest $VIX rallies and what $VIX did the following day Question from @FContangotrader: How many % $VIX went up today? #%of% CBOE SKEW Index:137 The Volatility Buyer Known as '50 Cent' Just Had a Huge Payday VIX options: ADV - 747K; Thurs - 806K; Weds - 1.34m; Tues - 1.06m; Mon - 533K VIX cal...

Mark, Russell and Henry are live (to tape) at the annual Options Industry Conference. They took some time away from the pool to give our listeners the scoop on volatility. Volatility Review: Henry delivered some of the highlights of the conference. The concentration of volume in a few names, aka the 80-20 rule. The impact of fragmentation on volume. The heavy percentage of complex orders of overal...

Volatility Review: A look back at the week from a volatility perspective VIX Cash - 10.46, practically unchanged from last week. VVIX - 78, same as last week. CBOE Skew Index - 130.5, 12 point lower than last week. Russell's Weekly Rundown: VIX Options: Mon - 572k, Tues - 746k, Weds - 469k, Thurs - 657k, ADV - 734k VIX Call/Put: 3/1: Total 9.68m (7.26m Calls, 2.42m Puts) CBOE begins trading option...

Volatility Review: A look back at the week from a volatility perspective VIX Cash - 10.36 VVIX - 76.66, back in the toilet. CBOE Skew Index - 142.55, still rich. Russell's Weekly Rundown: VIX Options: Mon - 975k, Tues - 801k, Weds - 475k, Thurs - 571k, ADV - 734k VIX Call/Put - 2.7/1; Total 8.81m (6.55m Calls, 2.27m Puts) Earnings Volatility: Alphabet, Amazon, Intel, Starbucks, Alcoa, Chipotle Vol...