

Volatility Views 169: AAPL and VIX Skewpalooza
Aug 17, 2015
53:58
Volatility Review: A look back at the week from a volatility perspective
China devalues the yuan. Why is there no volatility in response? It all comes out in the wash. AAPL flirting with a big move to the downside. Put volume averaging 618,000/day. AAPL a utility? What's the Fed going to do? The week in VIX options. Strong volume for the week:
- 1.6m contracts Monday 8/10
- 1.4m contracts on Wednesday 8/12
- 835k contracts Thursday 8/13
- VSTOXX: Channeling Don S.
- Crude Oil: Eyeing the continued dive in oil prices.
- OVX: 43.23
- OIV: 44.49
- Gold: Gold Storm on the Horizon
Crystal Ball: Diving boldly unto the breach and making reckless volatility predictions.