Oct 15, 2018
Volatility Review: VIX Cash - 22.35, 6 point from last show, up
nearly 10 points from two weeks ago. VVIX - 126, 15 handles higher
than last show, 34 higher than two weeks ago. VIX Options - ADV:
541k, VIX call/put: 2.7/1, Total 9.53m (6.93m Calls, 2.60m Puts),
VXX - 35.65, 9 points higher than last show.
Volatility Voicemail: Listener questions and comments
- Comment from DelVecchio - Dude WTF #VIX.
- Comment from XXX - "THERE IS A SPECIAL PLACE IN HELL FOR PEOPLE
WHO QUOTE VIX AS A PERCENT."
- Comment from Martin Ryan - XIV imploded. TVIX is alive and
kicking - I've used it for years. The other options have their
advantages and disadvantages too - good luck trying to get a
reasonable fill from options traders in a fast market. At least
with an ETF or ETN I have liquidity...
- Question from Grigs - Why would shorting volatility during VIX
futures contango fail?
- Question from JasonNolk - Suggestions on how to be best net
Crystal Ball: Wild and reckless prognostication
- Mark L. - 12.55
- Andrew - 13.25
- Mark L. - 17.65
- Andrew - 26.01