A full overview of CBOE RMC Europe
Download Volatility Views 272: How Do Europeans Trade Volatility?
Volatility Review: A full overview of CBOE RMC Europe.
The numbers:
- 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 portfolio?
- Get Long $VIX/$VXX/$UVXY
- Go To Cash/T-bills
- Buy Index/Stock Puts
- “Risk Assets” – Gold, etc.
Listener Questions:
- 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 sketchy.
Crystal Ball: Your prognostication headquarters
Last week:
- Mark L. – 11.5
- Mark S. – 11.01
- Russell – 12.25
This week:
- Mark L. – 9.8
- Mark S. – 10.5
- Russell – 11.11