Nov 24, 2014
Volatility Views 137: Crying Wolf in
Volatility Review: The week in vol:
- Global Derivatives Event: It was
nice to see a lot of Vol Views listeners and former guests! Sell
implied when VIX is low, buy implied when VIX is high.
- VIX Cash: High - 15.74, Low -
- VIX Options: Total 4.34M (2.89M
Calls, 1.46M Puts)
- VXST: Another weird volume week -
300 to 3,000 contracts on various days. Total 11k (8305 Calls, 2801
- A Review of Jared's Vol ETP Report
- Crying Wolf: What the VIX alarmists are missing.
- Crude Vol: Nat Gas and
Volatility Voicemail: Listener questions and
- Question from IndyJoe - I saw Marks
tweet about buying high VIX/selling low VIX this week. Can he
clarify what he meant by that? Seems counterintuitive.
- Question from Pat Cummins - I think
the pounding the VIX has taken lately is overdone. I am bullish
volatility in the long term. Question: What is the best way for me
to express that view? You have already dissuaded me from buying VXX
as that is clearly the road to ruin. Would I be better off buying
and holding a 1-year future? Or is there a third option I am
- Question from Alagory - Which is
more overpriced - VIX calls or SPX puts?