Aug 31, 2018
This episode was originally posted on August 28th, 2017.
Volatility Review: A look back at the week from a volatility perspective.
The numbers:
- VIX Cash - 12.33, a high of 14.45 on Monday.
- VVIX - 100
- CBOE Skew Index - 130
Russell's Weekly Rundown
- VIX Options: ADV - 764k, VIX Call/Put - 3.4, Total 11.5m (8.88m Calls, 2.66m Puts)
- VXX reverse split trade
Volatility Voicemail: Listener questions and comments
Comment from JLC - That $VIX 60 guy is just nuts. He's just trying to make a name for himself with that prediction. $SPX wld need to drop over 10% to be right.
Question from FContangotrader - What is your thought on $VIXH? Maybe every episode you can give an intro into various Vol ETN and ETF. Thanks and keep with good work
Comment from FContangotrader - Mark Sebastian, so how do you hedge your gamma and your mother in law?
Crystal Ball: Wild and reckless prognostication
Last week
- Mark L. - 13.55
- Mark S. - 12
- Kevin - 18.25
- Guest - 14.30
This week
- Mark L. - 11.75
- Mark S. - 11.00
- Russell - 10.80