Volatility Views 146: Betting on Fed Volatility
Volatility Review: A look back in the week from a volatility perspective
VIX Cash: High - 19.28, low - 15.26
S&P: 30-Day Imp. Vol - 13, 30-Day Hist. Vol - 16. Skew Index - 129.94
VVIX: Thursday Close - 93.24
VIX Options: 700K contracts on Feb 12, for a strong up day for the market. Total 5.36m (3.28M calls, 2.08M puts).
Extended VIX Options trading hours start March 2.
Upcoming launch of RealVol SPY Options on BOX - good news for our former co-hosts.
VXST: Current open interest: 3 contracts.
RVX: Current open interest: 58 contracts.
International Volatility Review: RVI - Russian Volatility Index
OIL: WTI March futures are back above $50, after dipping below it again. OVX still hovering near $60, 6-month chart of OVX is pretty impressive.
Volatility Voicemail: Listener questions and comments
Follow-up from Uncle Ben - Thanks for answering my question last week. Your sympathy for my plight as the “lone market participant” is ap