Major unrest in the world leaves the VIX nonplussed
Download Volatility Views 273: Rocket Men Plus Hurricanes Equals 9 VIX?
Volatility Review: A look back at the week from a volatility perspective
The numbers:
- VIX Cash – A low of 9.54 on Thursday
- VVIX – 92
- CBOE Skew Index – 137.87
- ?False Peace? for Markets? A Trader Is Betting Millions on It
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 these days?
- 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
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