Jan 11, 2016
Volatility Review: Looking back at 2015.
- Good to be in the Volatility & Index business - overall
index volume only down 1% in 2015.
- VIX Futures: Trading volume in VIX futures also set new total
volume and ADV records for a sixth straight year in 2015.
- Five Volatility Market Takeaways from 2015:
- VIX Average Closer to Historical Norms
- Russell 2000 Volatility Was Relatively Low
- SKEW High for the Second Year
- VIX Backwardation Lives!
- Long and Short Volatility ETP Performance
- VIX Cash: Up 4.40 yesterday - 21% - got as high as 25.86 on
Thursday. VIX Options
- Total 4.93m (3.54m Calls, 1.39m Puts)
Volatility Voicemail: Listener questions and comments
- Question from TCruz - Will we ever see a daily VIX option?
- Question from Vin - Love Options Insider Radio - been
mainlining Volatility Views. You always talk about the lack of VIX
put volume on that show. Is there a particular month that is most
attractive for VIX put buyers?
Crystal Ball: Reckless prognosticating