Crossing streams in RVX & VIX
Download Volatility Views 173: VIX Vampires
Volatility Review: A look back on the week from a volatility perspective, which includes:
- VIX Cash
- RVX
- VIX Options
- VXUP
- VXDN
- And the Fed
Volatility Voicemail: In which listeners have their say
Question from Mr. Rose – On 8/21/15, S&P lost 3.19% and VIX is up 8.89 points. Following Tuesday S&P down 2.96%, VIX up only up 2.38 points. Next Wednesday S&P up?1.83%, VIX drops 5.31 points. Please explain.
Question from Confused – Hey, is there an overwhelming biased to trading calls in the VIX? Why? What about VIX puts, does anyone trade them?
Question from Jacob – What are some examples of basic volatility arb strategies? Thanks for the program.?
Crystal Ball: Wild and reckless prognostication