VOLATILITY REVIEW

A week of mild rallies is killing volatility. Latest Brexit fail is not spooking the market.

SPIKES - 14.1, nearly 3-points lower than last show.

VIX Cash - 14, 2.5-points higher than last week.

VVIX - 87, 11-points lower than last show.

VIX Options - ADV: 549k, Total 9.37m (7.18m Calls, 2.19m Puts). More 1x2 call spread today.

VXXB - 29.5, 2.5-points lower than last show.

 

 

CRYSTAL BALL

Last week:

Mark L. - 14.25 Mark S. - 12.37 Simon - 13.55 Next week:

Mark L. - 13.75 Mark S. - 13.20 Simon - 13.25