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Volatility Views 169: AAPL and VIX Skewpalooza

Volatility Views 169: AAPL and VIX Skewpalooza

Volatility Views · The Options Insider Inc.

August 17, 201553m 58s

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Show Notes

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

China devalues the yuan. Why is there no volatility in response? It all comes out in the wash. AAPL flirting with a big move to the downside. Put volume averaging 618,000/day. AAPL a utility? What's the Fed going to do? The week in VIX options. Strong volume for the week:

  • 1.6m contracts Monday 8/10
  • 1.4m contracts on Wednesday 8/12
  • 835k contracts Thursday 8/13
  • VSTOXX: Channeling Don S.
  • Crude Oil: Eyeing the continued dive in oil prices.
  • OVX: 43.23
  • OIV: 44.49
  • Gold: Gold Storm on the Horizon

Crystal Ball: Diving boldly unto the breach and making reckless volatility predictions.