Your weekly dose of volatility education, entertainment, and information.
Download Volatility Views 275: Fed Data Rebukes Crowded VIX Trade Myth
Volatility Review: A look back on the week from a volatility perspective.
- VIX Cash – A low of 9.13 on Oct. 5
- VVIX – 91.79, CBOE Skew Index – 140
Russell’s Weekly Rundown
- Fed Survey on Firm Uses of Equity Volatility, By Russell Rhoads, CFA
- VIX Options – VIX Call/Put: 3.7, Total 12.0m (9.44m Calls, 2.52m Puts)
- VXX – 37.95, XIV – 100.57
Volatility Voicemail: Options question of the week
Break out your #VOLATILITY #CRYSTALBALL: $VIX is at new lows. Is an 8 $VIX looming or is this just a blip? Where will $VIX close Friday 10/6
- Right Here: 9-9.30
- Lower: < 9
- Slightly Higher: 9.3-9.60
- Much Higher: > 9.6
Listener questions and comments: What’s on your mind?
- Question from Gunjan Banerji? – What were the hot $VIX strikes this past week?
- Question from PBiggers – What strategy will long vix while minimizing contango?
- Comment from FContangotrader – I took personal loan and i bought vxx put spreads long term while I’m long some gamma on $spy, speaking of crazy.
- Question from Lenz – When is the CBOE Asia conference?
- Crystal Ball: Wild and reckless prognostication
Last week:
- Mark L. – 9.7
- Andrew – 9.99
- Russell – 9.42
This week:
- Mark L. – 9.65
- Mark S. – 10.01
- Russell – 10.31