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
