Sep 18, 2017
Volatility Review: A full overview of CBOE RMC Europe.
- VIX Cash - a high of 11.10 on Monday.
- VVIX - 92
- CBOE Skew Index - 142.74
Russell's Weekly Rundown:
- VIX Options - ADV: 813k, VIX Call/Put 3.1; Total 13.7m (10.4m
Calls, 3.28m Puts).
- OIV - 26.34
Volatility Voicemail: Listener Questions and Comments
Options question of the week:
First #Harvey, then #Irma, now #Jose & more. We prep
houses/cars/family for #disasters. How do you prep your
- Get Long $VIX/$VXX/$UVXY
- Go To Cash/T-bills
- Buy Index/Stock Puts
- "Risk Assets" - Gold, etc.
- Question from Volbug: You mentioned on the show that our twins
(XIV & SVXY) could go to zero if there is a big enough spike in
vol. Would you and the crew be able to take a guess at what level
of vol action would result in such a occurrence? Second question
is, wouldn't such a spike send equities out the window also? As
always, thanks for the show.
- Question from PBiggers - Time to go long VIX? Sell some EFX
premium? Some skew in there. IV is at a 52 wk high. Liquidity is
Crystal Ball: Your prognostication headquarters
- Mark L. - 11.5
- Mark S. - 11.01
- Russell - 12.25
- Mark L. - 9.8
- Mark S. - 10.5
- Russell - 11.11