VOLATILITY REVIEW
VIX Cash - 28, nearly 6-points higher than last show.
VVIX - 95, 10-points lower than last show.
Mnuchin Blames Volcker Rule, High-Speed Trading for Volatility - https://www.bloomberg.com/news/articles/2018-12-18/mnuchin-blames-volcker-rule-high-speed-trading-for-volatility
VIX Options - 575k, Total 6.73m (5.24m Calls, 1.50m Puts)
VXX - 50, 4-points higher than last show.
2018 Theme - The Year That Vol Returned, aka the year we got the real Trump administration
CRYSTAL BALL
Final #QOTW for 2018 - It's the big one! Time to play along w/ #VolatilityViews and dust off your #CrystalBall. Quite simply - where do you think $VIX will close for 2019? Bonus points: Reply/DM/Email w/ your specific pick. Closest (within 1pt) will win Fabulous Prizes.
- Low: 8-11.99
- Normal: 12 -16.99
- Elevated: 17- 23
- Very Elevated: > 23
Twitter Guesses:
Neil Wales - 13.3
Contango - 12.14
Mail Man Dan - 12/31 closes at $257.50 on $SPY and $VIX at $22.50
Brad Huff - 27.25
Filip (FContangotrader) - 32.4
Matt Thompson - 18.03
Ahmed Sharif - Feels 3 cents too high to me
Pat Hennessy - 21.52
David Lincoln - 16.90
Bill Luby - EOY 2019 $VIX guesstimate: 15.83
Ophir Gottlieb - 25.42
Andrew Nightingale - 32
Andrew Giovinazzi - 16.1
Trading Volatility - 24.3
Us:
Andrew - 16.01, Avg: 14.99
Mark L. - 17.10, Avg: 17.60
