When you want the real story, talk to the Godfather.
Download Volatility Views 242: The Godfather of VXX
Volatility Viewpoint: Today we have special guest: Greg King, REX ETFs CEO/Founder, “The Godfather of VXX.”
He discusses:
- The process for launching VXX
- How did it come about?
- The process for launching XIV
- Why make the switch into a short volatility product?
- What is REX ETF?
- How do the new products work?
Volatility Review: A look back at the week from a volatility perspective.
- VIX Cash – under 11
- VVIX – 85.84
- VIX Futures: Front month premium to cash: ?1.1. Two month premium to cash: 2.80.
Russell’s Weekly Rundown:
- VIX Options: ADV – 559k. Mon – 350k, Tues – 519k, Weds – 886k, Thurs – 691k. Total 9.18m (6.82m Calls, 2.36m Puts).
- VIX Call/Put: 2.8/1
- CBOE Skew Index – 129, down 4.82 (3.6%)
- OIV/OVX – 29.50
- GVZ – 15
- TYVIX – 5.40
Crystal Ball: Wild and reckless prognostication.
Last week:
- Mark L. – 10.50!
- Mark S. – 10.92
- Russell – 12.01
- GUEST – 11.34
This week:
- Mark L. – 10.45
- Mark S – 10.85
- Russell – 11.75