Oct 10, 2016
Volatility Review featuring Mike Thompson, Portfolio Manager, Typhon Capital
What is up with VIX term structure? How is Typhon Capital working with this contango? Hint: reverse mullet, AKA Tellum.
Russell's Weekly Rundown
CBOE Holdings reports September 2016 trading volume: Total ADV Up 25% from August 2016, 3% from a year ago. Highlights: September Index options traded at CBOE and C2 had an ADV of 1.8 million contracts, up 24 percent from August 2016. SPX options ADV of 1.1 million contracts up 26 percent from August 2016.
New Study: CBOE and Fund Evaluation Group, LLC announced findings from a study of four CBOE strategy performance benchmark indexes designed to track the performance of positions in Russell 2000 (RUT) index options.
VIX Cash: Back below 13 handle. When might we see #Trumpocalypse? How would a Cubs World Series victory impact the VIX?
Volatility Voicemail: Listener questions and comments
Crystal Ball: Prognosticating and speculating