Jul 31, 2017
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 down nearly 2%, Low of 963.
- Tuesday: Chipotle opened up approx. $6.50, then plummeted $15
- Wednesday: Facebook opened up $8.87, traded up as high as $9.88.
- Thursday: Amazon ATM straddle approx. $49
Crystal Ball: What does the future hold for the VIX?
Last week
- Mark L. - 10.25
- Russell - 9.76
- Mark S. - 10.04
This week
- Mark L. - 9.75
- Andrew - 10.25