This episode was originally posted on August 28th, 2017.
Listen to?Best of Volatility Views 269: One More VXX Reverse Split
Volatility Review: A look back at the week from a volatility perspective.
The numbers:
- VIX Cash – 12.33, a high of 14.45 on Monday.
- VVIX – 100
- CBOE Skew Index – 130
Russell’s Weekly Rundown
- VIX Options: ADV – 764k, VIX Call/Put – 3.4, Total 11.5m (8.88m Calls, 2.66m Puts)
- VXX reverse split trade
Volatility Voicemail: Listener questions and comments
- Comment from JLC – That $VIX 60 guy is just nuts. He’s just trying to make a name for himself with that prediction. $SPX wld need to drop over 10% to be right.
- Question from FContangotrader – What is your thought on $VIXH? Maybe every episode you can give an intro into various Vol ETN and ETF. Thanks and keep with good work
- Comment from FContangotrader – Mark Sebastian, so how do you hedge your gamma and your mother in law?
Crystal Ball: Wild and reckless prognostication
Last week
- Mark L. – 13.55
- Mark S. – 12
- Kevin – 18.25
- Guest – 14.30
This week
- Mark L. – 11.75
- Mark S. – 11.00
- Russell – 10.80