

TWIFO 165: The Great Volatility Resurgence
Aug 23, 2019
36:55
- HOST: MARK LONGO, OPTIONS INSIDER MEDIA GROUP
WHAT WERE THE MOVERS AND SHAKERS THIS WEEK?
EQUITIES
- VIX 17 - UNCHD FROM LAST SHOW
- VVIX: 100 - DOWN 3 FROM LAST SHOW
- VXX: 25.8 - DOWN .7 POINTS FROM LAST SHOW
- RVX: 20.1 - DOWN 4.1 PTS FROM LAST WEEK
- VIX/RVX SPREAD - 3.1 WIDER BY .5 POINT FROM LAST WEEK
Is Higher Volatility Making a Comeback?
METALS
Gold Option Volatility May Have Hit Bottom and Could Begin Trending Upward.
CRUDE OIL
- Oil rises further above $60, Jackson Hole summit in focus.
FUTURES OPTIONS FEEDBACK
- QUESTION FROM JACKTI: Can you do a rundown of GBP/USD option activity from this week. Thanks for this program. I wish it was every day.
- QUESTION FROM AVALANCHE: What’s up in the wheat pit these days? Big volume with the trade war? Put love? Call love?
- QUESTION FROM TLTT: Have we seen any more love to wti skew given recent price rally?