Volatility Views

Volatility Review: A look back at the week from a volatility perspective Shortened holiday week hit with a never-ending parade of hurricanes Don't forget North Korea Oh, and the President Bonds are screaming August options volume is strangely high. So much for vacationing for the month VIX up into the 12-handle. Will it hit the low teens? VIX Cash: High of 14.06 on Tuesday VVIX: 99 CBOE SKEW Index: 135.39 - 5 points higher than last week Russell's Weekly Rundown: Will people start using weekly options on Monday for the upcoming week's risk? CME Fed tool has next potential rate hike at next August, and only 50-50 Why are people buying vol into the weekend? VIX Options on this short week: ADV - 796K; Thurs. - 894K; Weds. - 603K; Tues.- 1.16M; Mon. - Closed. VIX Call/Put: 3.4 Hot VIX Strikes: 635482 .VIX Oct 18th 25.0 C, chg +4681 460502 .VIX Sep 20th 20.0 C, chg -6238 414217 .VIX Oct 18th 12.0 P, chg +13048 376664 .VIX Oct 18th 15.0 C, chg -70943 285530 .VIX Sep 20th 18.0 C, chg +3297 268153 .VIX Sep 20th