VIX: The shining beacon of efficiency
Download Volatility Views 241: VIX: The Shining Beacon of Efficiency
Volatility Viewpoint Featuring Mike Menslage of VolSurface Capital Management.
He discusses:
- What is VolSurface Capital Management?
- What is their typical strategy and product?
- What is their take on the new volatility and political regime? Are we destined for a prolonged period of low volatility??
- VIX long-term mean of 20?
- Why is the 30 strike so popular?
Volatility Review: A look back at the week from a volatility perspective
- VIX Cash: 11.25
- VVIX: 88, off its recent highs.
- VIX Futures: Front month premium to cash: ?1.26; Two months premium to cash: 2.6
Russells Weekly Rundown:
- VIX Options: Thurs – 327k, Weds – 546k, Tues – 442k, Mon – 745k
- VIX Call/Put: 2.5/1: Total 7.93m (5.88m Calls, 2.05m Puts)
- OIV/OVX – 29.50
- GVZ – 15
- TYVIX – 5.40
Crystal Ball: Wild and reckless prognostication
Last week:
- Mark L. – 11.50
- Mark S. – 11.05
- Russell – 12.99
- Bill Luby – 11.78
This week:
- Mark L. – 10.50
- Mark S. – 10.92
- Russell – 12.01