February 22, 2016

Volatility Views 193: Talking Electoral Volatility

Listen Later

59 minutes

Volatility Review: VIX. Contago has returned - VIX out of the red zone. CBOE Russel Study - Analyzing Russell 2000 Index options-based benchmark indexes designed to provide enhanced yields and risk-adjusted returns.

VIX Options: A strong start to the week after the holiday. Total 4.95m (3.39m Calls, 1.57m Puts)

Crude Oil: Recent rumors of supply action driving crude. Volatility remains on low end of recent elevated range. OIV/OVX - 67

Gold: GVZ 25.67 - Extremely elevated. Gold rallying hard in recent sessions.

Volatility Voicemail: Listener questions and comments

Option Insider Question of the Week: How Many U.S. Options Exchanges Do We Need?

5% - 14 is perfect!

30% - The more the merrier.

60% - Make it stop!

5% - Other

Question from George K. - What typically happens to volatility around a presidential election?

Crystal Ball: The celebrations for Chinese New Year are over. Back to work!

Where will VIX be next week?

Sebastian: 26 on Thursday, 24.5 on Friday.

Russell: Low 19s

Mark: 21.50-22

Who will win? Tune in next week to see

...more

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Volatility Views

By The Options Insider Radio Network

4.2

1717 ratings

February 22, 2016

Volatility Views 193: Talking Electoral Volatility

Listen Later

59 minutes

Volatility Review: VIX. Contago has returned - VIX out of the red zone. CBOE Russel Study - Analyzing Russell 2000 Index options-based benchmark indexes designed to provide enhanced yields and risk-adjusted returns.

VIX Options: A strong start to the week after the holiday. Total 4.95m (3.39m Calls, 1.57m Puts)

Crude Oil: Recent rumors of supply action driving crude. Volatility remains on low end of recent elevated range. OIV/OVX - 67

Gold: GVZ 25.67 - Extremely elevated. Gold rallying hard in recent sessions.

Volatility Voicemail: Listener questions and comments

Option Insider Question of the Week: How Many U.S. Options Exchanges Do We Need?

5% - 14 is perfect!

30% - The more the merrier.

60% - Make it stop!

5% - Other

Question from George K. - What typically happens to volatility around a presidential election?

Crystal Ball: The celebrations for Chinese New Year are over. Back to work!

Where will VIX be next week?

Sebastian: 26 on Thursday, 24.5 on Friday.

Russell: Low 19s

Mark: 21.50-22

Who will win? Tune in next week to see

...more

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