Sep 8, 2015
Volatility Review: A look back at the week in
- VIX Cash: Looks like we were right - VIX cash
remains elevated over last week level. Goldman Sachs thinks this
volatility index should be much lower. The VIX is trading like the
U.S. is in a recession.
- VIX Futures: Near term of the futures
backward, as expected. Contracts are wonky. Bids popping up in
- VIX Options: Sept. 1 - 1.5M Contracts, Sept.
2 - 791K Contracts, Sept. 3 - 1.1M Contracts
- VelocityShares Daily Inverse VIX Short-Term
ETN (XIV) has accumulated $1.1 billion in net inflows, according to
- VXY: Additionally, over the past two weeks,
the ProShares Short VIX Short-Term Futures ETF brought in $540.3
million in net inflows and now has $599.9 million in assets under
- Crude Oil: Crude market full of volatility
Volatility Voicemail: Listener questions and
- Comment from Mark Brant - Thanks for sharing
the VIX 1x2 call swap roller trader and repeating it until we get
it! A super great VIX strategy!
- Question from Jay G. - Is the interest in VIX
options mostly institutional, or is retail there too?
- Question from Peter R. - Mark, thanks for
doing the free webinar. Trying to educate myself regarding VIX.
Please answer why if there is backwardation in the VIX term
structure is the VXX not trading close to 3 times higher than the
VIX? Thank you.