Volatility Views 140: It All Starts with Onion Volatility
Volatility Views 140: It All Starts with Onion Volatility
Volatility Review: The week in vol
VIX Cash: High - 25.2, Low - 16.07. S&P: 10 day HVOL - 22, 30 day HVOL - 13, Skew Index - 126.4, at the low end of the chart for the past three months.
VVIX: High - 141.22, Low - 109.4, nearly doubled over the past two weeks.
VIX Options: Total 4.29m (2.97m Calls, 1.32m Puts), only one day over 1M contracts this week despite significant market movement.
VXST: High - 25.47, Low - 14.06, another week of anemic volume.
RVX: 227 contracts OI, still no appreciable volume.
Oil: Another crazy week for oil -…
The skinny
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