May 20, 2019
Trade war premium came and went.
SPIKES - 15.75, down 4.25-points from last show
VIX Cash - 15.5, 4-points lower than last week
VVIX - 95, 8-points lower than last show
VIX Options - ADV: 668k, Total 10.2m (7.42m Calls, 2.73m Puts)
VXX - 28, 2-points lower than last show
May 14, 2019
Trade was premium is back as Trump continues to ratchet up the tariffs.
SPIKES - 20, up 7-points from last show
VIX Cash - 19.5., 7-points higher than last week
VVIX - 103, almost 20-points higher than last show
VIX Options - ADV: 459k, very low.
VXXB - 30.3, 5-points higher than last week, ADV: 167k
May 6, 2019
Guest: John Smollen, EVP, Head of Exchange Traded Products and Strategic Relations, MIAX
Guest: Simon Ho, CEO, T3 Index
Comment from Allegheny Lad - Cheers to the listener who said they hedge their VXXB downside with alcohol. I feel their pain and I raise my glass...
Apr 29, 2019
SPIKES - 13, up 0.75-point from last show.
VIX Cash - 12.75, up 0.5-points higher than last week.
VVIX - 84, 1-point lower than last show
VIX Options: Friday - 148, ADV - 459k, Total 7.41m (6.19m Calls, 1.22m Puts)
VXXB - 25.3, 1.3-points lower than last show.
Tuesday - Twitter,...
Apr 22, 2019
Volatility Review: Brexit, Brexit, Brexit!!!
Weekly Options Insider Poll - Do you think the UK will make a Brexit from the EU?
Volatility Voicemail: Listener questions and
Question from Tronghi: Detailed thoughts on VIX futures curve as of June 15.