Volatility Views 147: Men Cause Volatility
Volatility Review: A look back at the week from a volatility perspective
VIX Cash: High - 16.74, Low - 15.10
S&P: 30-day IV - 13, 30-day HV - 15, Skew Index - 131.30
VIX Options: A decent volume week except for 2/19 with only 250k contracts. Total 3.39m (2.33m Calls, 1.06m Puts). Extended VIX Options trading hours start March 2.
International Volatility Review: Greece is the word.
Oil: The battle for $50 continues - WTI March futures back below $50, OVX at $55.75.
Men create volatility? Could more women traders cut volatility? Experimental market sessions show more women traders = smaller and fewer bubbles
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 appreciated. Sorry I set off Jared’s racism detector with my handle. I did not mean to derail the program. It just happens to be my name (alth