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  • 3 years ago
Volatility Views 169: AAPL and VIX Skewpalooza

Volatility Views 169: AAPL and VIX Skewpalooza

Volatility Review: A look back at the week from a volatility perspective
China devalues the yuan. Why is there no volatility in response? It all comes out in the wash. AAPL flirting with a big move to the downside. Put volume averaging 618,000/day. AAPL a utility? What's the Fed going to do? The week in VIX options. Strong volume for the week:

1.6m contracts Monday 8/10
1.4m contracts on Wednesday 8/12
835k contracts Thursday 8/13
VSTOXX: Channeling Don S.
Crude Oil: Eyeing the continued dive in oil prices.
OVX: 43.23
OIV: 44.49
Gold: Gold Storm on the Horizon

Crystal Ball: Diving boldly unto the breach and making reckless volatility predictions.

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