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  • 2 years ago
Volatility Views 182: The Yellen Finger Premium

Volatility Views 182: The Yellen Finger Premium

Volatility Review: A look back at the week from a volatility perspective.

VIX Cash - VIX popping after a protracted downturn - Over 20 briefly. VVIX: 98.19
VIX Futures - CBOE Skew Index back to boring. Last week: 135.21, this week: 136.93\
VIX Options - A very light volume week. Total 7.98m (5.73m Calls, 2.25m Puts)
Earnings Volatility - A tale of two earnings seasons: CSCO: $27.94. ATM Straddle: $1.40 - approx. 5%
Gold - GVZ this week: 18.47, GVZ last week: 17.69
Crude Oil - OIV: 43.14, OVX: 43.93

Volatility Voicemail: Listeners have their day

Question from JJL - After listening to your program I have decided to take a look at VIX weekly options. But I am looking at the quotes right now and the weeklies are significantly wider. The VIX Nov 26 calls are $.05 wide, the Dec 26 calls are $.10 but the Nov 26 weekly call is $.15 wide. Strange that a nearer-term contract would be substantially wider than a farther off contract on the same strike. You guys have been talking about VIX weekl