Volatility Views

Volatility Views 280: Tapping the Secret Sources of VIX Info Volatility Review: A look back at the week from a volatility perspective VIX cash: VIX briefly flirted with 12 VVIX: 98.5 - 7 points higher than last week CBOE SKEW Index: 129 - 8 points higher than last week VXN: 15.04 - .5 points higher than last week Russell's Weekly Rundown: VIX Options: ADV - 758k Thurs - 1m Weds - 632k Tues - 899k Mon - 442k VIX call/put: 3.8 - Russell is nervous Hot VIX strikes 710842 .VIX Dec 20th 25.0 C, chg +67163 515136 .VIX Dec 20th 15.0 C, chg -1377 400697 .VIX Nov 15th 20.0 C, chg +5029 372447 .VIX Dec 20th 12.0 P, chg +829 334283 .VIX Nov 15th 21.0 C, chg -5413 308546 .VIX Dec 20th 22.0 C, chg +4167 263899 .VIX Nov 15th 17.0 C, chg +11157 240963 .VIX Dec 20th 20.0 C, chg +7087 226612 .VIX Nov 15th 15.0 C, chg -3270 222571 .VIX Dec 20th 17.0 C, chg +4591 Total 12.7m (10.1m Calls, 2.61m Puts) VXX: 34 - almost unchd from last week Top VXX positions 114719 VXX Jan19 10.0 P, chg +22 75429 VXX Jan 10.0 P (Nonstd VXX2