Volatility Views

Volatility Review: A look back at the week from a volatility perspective. VIX Cash - 12.3 VVIX - 91 Russells Weekly Rundown: A glimpse into Russells RMC Asia excursion. VIX Options: A heavier volume week this week. Total 6.79m (4.75m Calls, 2.04m Puts) Earnings Volatility: Block Trade Analysis: A buyer of 250,000 XLF Jan 20th 25 calls Oil Vol: Crude Vol gets a smack down. OIV - 32, WTI back over $50 is contributing to the Vol collapse. Volatility Voicemail: Listener questions and comments Comment from JoeSmith78 - Profit taking after FOMC meeting is my guess, why else would they move together? Question from Jackobin - Is it possible to buy a basket of commodity volatility? Maybe an ETF? Crystal Ball: Wild, perhaps reckless prognostication. Last week: Mark L. - 13.5 Mark S. - 14.25 Russell - 21.2 This week: Mark L. - 12.25 Mark S. - 11.5 Russell - 13.5