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?

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Light Side (Long Premium)
No Side - Avoid earnings
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Question from Maryanne - How long do you think this period of low volatility will last?

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Last week:

Volatility Views 239: Trump vs VIX