The Options Insider

Volatility Views 247: 25 Is the New 30 in VIX

by | Mar 20, 2017 | Volatility Views

In which 25 becomes the new 30.

Download Volatility Views 247: 25 Is the New 30 in VIX

Volatility Review: A look back at the week from a volatility perspective.

  • VIX Cash: 11.16
  • VVIX: 75
  • CBOE Skew Index: 153.66, highest since 6/27/16.
  • VIX Futures, Front month premium to cash – 0.5, Two month – 2

Russell’s Weekly Rundown:

  • VIX Options: Mon – 317k, Tues – 578k, Weds – 1.26M, Thurs – 546k, ADV – 605k
  • VIX Call/Put: 2.5 / 1
  • Total 11.6M
  • We have officially killed the 30 strike!
  • OIV/OVX – 28.22, spiked to nearly 35 last week on WTI sell-off
  • GVZ – 11.07
  • TYVIX – 4.37

Volatility Voicemail: Options #QuestionoftheWeek

$VIX = 11.50, $SNAP IV30 =56, $AAPL IV30 = 14, $OIV= 33. If you had to buy #Volatility-which is the best value?

  • $SNAP – aka Tween Vol
  • $AAPL – aka #iPhone Vol
  • $VIX – aka $VIX
  • $OIV -aka #Crude $VIX

Listener questions:

  • Question from MerchantAdventurers -?Non jargon…lots are betting VIX goes lower, yes?
  • Question from Grow Your Business – There will be a day in the next 60 days that it will spike big. Should have a pool to see who guesses the correct date. April 13th!

Crystal Ball: Wild and reckless prognostication

  • Mark L. – 10.65
  • Mark S. – 10.90
  • Russell – 11.11