Apr 1, 2014
Volatility Views 105: Happy Anniversary,
Volatility Review: VIX Futures turns 10 years
old! VIX spot products - when could we see them? Russell VIX and
metals - gold volatility.
- Question from Burt Skerton - Hello Options
Insider! I have been listening to your podcast for quite a while,
and have been trading successfully as a result of the valuable
information that you have provided, so for that I thank you. I am
confused however about a situation I am seeing. I have a position
in the VIX, where I bought the Nov 15 put for $0.80, with the
underlying at the time of purchase listed at around 1,650. Today
the underlying has dropped to around 1,300+, but the option is only
trading around $1.30. It seems that the option should be worth more
than that because it has about $2 of intrinsic value. So in theory,
could someone with a large account just buy a few contracts,
exercise them immediately, and sell the underlying on the open
market for a huge profit? Thanks for clearing this up for me, keep
- Question from Brighton Capital - Very
informative show with Jarrod Woodyard yesterday, do you have a
similar post-FIA/Boca discussion in the works?
- Question from @vikingwrath - The market is
iffy here. What are your thoughts on UVXY in the short term?
Crystal Ball: USDA quarterly grain stock
report coming out soon for ags. Interesting vol Products: a lot of
vol in German renewables.