Volatility Views 223: Putting the Smack Daddy on Vol
Volatility Views is the premier radio program for volatility traders. From interviews with leading industry guests to detailed analysis of volatility products, this program takes you inside the world of volatility trading like never before. If you are an experienced options trader looking to expand your understanding of volatility, or if you are simply curious about VIX and other volatility products, then this is the program for you.
Volatility Review: A look back at the week from a volatility
perspective
VIX cash:
Janet & Co. crushed vol. VIX cash back in the toilet, but
futures are still rich
30-day HV: 11
30-day IV: 10
VXX: Futures setting up for a VXX implosion
VVIX: at 89, or 20 handles lower than last week
Russell's Weekly Rundown:
1000-lot VIX weekly trades creates a synthetic VIX collar
Two-way action in the VIX Sep28 13 calls
The week in VIX volume:
Monday: 546,000
Tuesday: 661,000
Wednesday: 727,000
Thursday: 751,000
Crude
OIV/OVX: 40. Same as last week
Gold
GVZ: 13.73. Close to a 52-week low
Volatility Voicemail: Listener questions and comments
Comment from Jim Investor: Shortsighted market over focused on
Yellen. Soon they eye Trump widening lead in battleground
states
Comment from John King: Since #SPX has 15+ "non-standard"
expirations/month VS 1 "standard" -isn't it time @CBOE truly
standardizes the monthly?
Comment from Mark Brant: Sell VIX 2M CV (X+5) (X+9) daily thru
settlement (regression). X=ATM. Risk 1% $4 daily. Sold today's SPX
IB wide 4X every 10 points today! Dailies rock!
Comment from ThinkTankTrading: all right,- first my question
gets on volatility voice mail, Next the world muhahahaha evil
laugh.
Crystal Ball: In which the VIX giveth and taketh away
Last week:
Mark L. - 11.75
Mark S. - 12.50
Russell - 12.99
This week:
Andrew - 12.25
Russell - 13.40
Mark L. - 11.60
About the Podcast
Volatility Views is the premier radio program for volatility traders. From interviews with leading industry guests to detailed analysis of volatility products, this program takes you inside the world of volatility trading like never before. If you are an experienced options trader looking to expand your understanding of volatility, or if you are simply curious about VIX and other volatility products, then this is the program for you.