Volatility Views 207: What the Heck is Smart Volatility?

Volatility Viewpoint: Today we are featuring Taylor Lukof, CEO of ABR Dynamic Funds.

ABR recently introduced their new "smart volatility" mutual fund: The ABR Dynamic Blend Equity and Volatility Fund (ABRVX).

• What is it?
• How does it work?
• What next for ABR?

Volatility Review: A look back at the week from a volatility perspective

• The impact of Non-farms on volatility.
• VIX Cash: High of 15.25 on Weds - 13.63 today.
• VVIX: 79.54 - near the low end of the recent range.
• VXX: 13.09
• XIV: 32.82

Russells Weekly Rundown

• Russell Twitter picture is here
• VIX Options: Tues - 655k, Weds - 300k, Thurs - 549k, Total 6.79m (4.85m Calls, 1.94m Puts)
• Crude Oil: OVX/OIV: 36.64 - dramatically lower than earlier in the year.

Volatility Voicemail: Listener questions and comments

• Question from Gabe - How can something like the VIX be technically oversold?

Crystal Ball: It's time for everyone's favorite game "Where will the VIX close?"

Last week:

• Mark L. - 13.50
• Andrew - 12.95

This week:

• Taylor - 14.25
• Mark L. - 13
• Russell - 15.25
• Mark S. - 14.25