Sep 25, 2017
Volatility Review: A look back at the week from a volatility
Russell's Weekly Rundown:
- VIX Options - ADV: 813k, VIX call/put: 3.5
- Total 9.96m
- OIV - 26.53
Volatility Voicemail: Listeners take over the show
Volatility Views/TWIFO Flash Poll: With $SPX #Volatility -aka
$VIX- in single digits where are you getting your index vol fix
- Russell 2000: $RVX, $IWM
- Dow: $DJIA, $VXD, etc.
- NASDAQ: $QQQ, $VXN, etc.
- Buying $VIX for rebound.
Listener questions and comments
- Question from Swatcat - Which instruments are there that are
very liquid, if you are going long VIX? I have found one so far,
ticker: VIXY / Nordic options trader
- Question from TicTac - You guys said it's not a good time for
vix front spreads. Why not?
- Question from LA Town - Your call for worst Vol ETF?
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