Feb 13, 2017
Volatility Viewpoint: Today we have special guest: Greg King,
REX ETFs CEO/Founder, "The Godfather of VXX."
- The process for launching VXX
- How did it come about?
- The process for launching XIV
- Why make the switch into a short volatility product?
- What is REX ETF?
- How do the new products work?
Volatility Review: A look back at the week from a volatility
- VIX Cash - under 11
- VVIX - 85.84
- VIX Futures: Front month premium to cash: 1.1. Two month
premium to cash: 2.80.
Russell's Weekly Rundown:
- VIX Options: ADV - 559k. Mon - 350k, Tues - 519k, Weds - 886k,
Thurs - 691k. Total 9.18m (6.82m Calls, 2.36m Puts).
- VIX Call/Put: 2.8/1
- CBOE Skew Index - 129, down 4.82 (3.6%)
- OIV/OVX - 29.50
- GVZ - 15
- TYVIX - 5.40
Crystal Ball: Wild and reckless prognostication.
- Mark L. - 10.50!
- Mark S. - 10.92
- Russell - 12.01
- GUEST - 11.34
- Mark L. - 10.45
- Mark S - 10.85
- Russell - 11.75