Volatility Views

Volatility Views 150: Doing Our VIX Term Structure Homework Volatility Review: A look back at the week in volatility:   VIX Cash: Low: 14.71 - High: 17.19 Skew Index: 121.53 VIX Options: Total 5.58m (3.74m Calls, 1.85m Puts). Surprisingly light volume given the activity seen this week. Most days substantially under recent ADV. MSCI options to be listed soon. RVX: 65 Contracts open interest. FTSE volatility products coming soon. VXST: OI just 25 contracts. VolX: A lot of interest in their products down at Boca from market makers as well as domestic & international exchange. International Volatility Review: What can we expect from the Kremlin? Crude Oil: A volatile week for crude with futures having wild intraday swings. Both Brent and WTI made early gains yesterday only to give them up heading into expiration. Volatility Voicemail: Listener questions and comments Question from Carl Jedredes - What is the traditional slope of VIX futures term structure? How much premium do the long term futures typically