Volatility Review: A look back at the week from a volatility perspective

• VIX Cash - 13
• VVIX - 86
• VIX Futures: Front month premium to cash - 1.5; Two month premium to cash - 2.70

Russells Weekly Rundown:

• VIX Options: A heavy volume week. ADV 554k, Thurs - 405k, Weds - 850k, Tues - approx. 1M, Mon - Closed. VIX Call/Put: 2.9/1. Total 5.4M (4M Calls, 1.4M Puts)
• OIV/OVX - 30.88
• GVZ - 15.17 - Near the low end of a 52-week range.
• TYVIX - 5.91

Volatility Voicemail: Listeners get their say

#Options #QuestionOfTheWeek - Earnings Season awakens! How do you play earnings using options? Are you an Earnings #Jedi or #Sith?

• Dark Side (Short Premium)
• Light Side (Long Premium)
• No Side - Avoid earnings
• Other (Reply/DM w/ideas)
• Question from Maryanne - How long do you think this period of low volatility will last?

Crystal Ball: Your prognostication headquarters

Last week:

• Mark L. - 12.25
• Mark S. - 11.50
• Guest - 14.51
• This week:
• Mark L. - 11.55
• Andrew - 12.01
• Russell - 12.34