Volatility Views
Volatility Views 146: Betting on Fed Volatility Volatility Review: A look back in the week from a volatility perspective • VIX Cash: High - 19.28, low - 15.26 • S&P: 30-Day Imp. Vol - 13, 30-Day Hist. Vol - 16. Skew Index - 129.94 • VVIX: Thursday
- Autor: Vários
- Narrador: Vários
- Editor: Podcast
- Duración: 0:48:49
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Volatility Views 146: Betting on Fed Volatility Volatility Review: A look back in the week from a volatility perspective VIX Cash: High - 19.28, low - 15.26 S&P: 30-Day Imp. Vol - 13, 30-Day Hist. Vol - 16. Skew Index - 129.94 VVIX: Thursday Close - 93.24 VIX Options: 700K contracts on Feb 12, for a strong up day for the market. Total 5.36m (3.28M calls, 2.08M puts). Extended VIX Options trading hours start March 2. Upcoming launch of RealVol SPY Options on BOX - good news for our former co-hosts. VXST: Current open interest: 3 contracts. RVX: Current open interest: 58 contracts. International Volatility Review: RVI - Russian Volatility Index OIL: WTI March futures are back above $50, after dipping below it again. OVX still hovering near $60, 6-month chart of OVX is pretty impressive. Volatility Voicemail: Listener questions and comments Follow-up from Uncle Ben - Thanks for answering my question last week. Your sympathy for my plight as the “lone market participant” is appreciated. Sorry I set o