Volatility Views

Volatility Review: Today we are joined by guest co-host Bill Valentine, Commodore Fund VIX Cash - 12.39, VVIX - 84 CBOE Skew Index - 131, back down to normal levels VIX Options: Mon - 597k, Tues - 368k, Weds - 720k, Thurs - 564k, ADV - 659k, (Total: 9.8M - 7M Calls, 2.8M Puts) VIX Call/Put - 2.4/ 1 OIV/OVX - 26 - in the toilet GVZ - 12.85 TYVIX - 5.12 Volatility Voicemail: Comment from LVT. Re: your discussion from last week. I think moving averages are worthwhile when analyzing VIX. Other than that, not so much. Crystal Ball: Your VIX prognostication headquarters Last week: Mark L. - 12.50 Andrew - 12 Russell - 12.80 This week: Mark L. - 12.65 Mark S. - 12 Russell - 9.87 Bill - 13