Volatility Views 233: A Deep Dive into Asian Volatility

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

• VIX Cash - 12.3
• VVIX - 91

Russells Weekly Rundown:

• A glimpse into Russells RMC Asia excursion.
• VIX Options: A heavier volume week this week. Total 6.79m (4.75m Calls, 2.04m Puts)
• Earnings Volatility: Block Trade Analysis: A buyer of 250,000 XLF Jan 20th 25 calls
• Oil Vol: Crude Vol gets a smack down. OIV - 32, WTI back over $50 is contributing to the Vol collapse.

Volatility Voicemail: Listener questions and comments

• Comment from JoeSmith78 - Profit taking after FOMC meeting is my guess, why else would they move together?
• Question from Jackobin - Is it possible to buy a basket of commodity volatility? Maybe an ETF?

Crystal Ball: Wild, perhaps reckless prognostication.

Last week:

• Mark L. - 13.5
• Mark S. - 14.25
• Russell - 21.2

This week:

• Mark L. - 12.25
• Mark S. - 11.5
• Russell - 13.5