In which we’re myth busters….VIX style.
Download Volatility Views 250: Busting VIX Myths
Volatility Review: Today we are joined by guest co-host Bill Valentine, Commodore Fund
- VIX Cash – 12.39, VVIX – ?84
- CBOE Skew Index – 131, back down to normal levels
- VIX Options: Mon – 597k, Tues – 368k, Weds – 720k, Thurs – 564k, ADV – 659k, (Total: 9.8M – 7M Calls, 2.8M Puts)
- VIX Call/Put – 2.4/ 1
- OIV/OVX – 26 – in the toilet
- GVZ – 12.85
- TYVIX – 5.12
Volatility Voicemail: Comment from LVT. Re: your discussion from last week. I think moving averages are worthwhile when analyzing VIX. Other than that, not so much.
Crystal Ball: Your VIX prognostication headquarters
Last week:
- Mark L. – 12.50
- Andrew – 12
- Russell – 12.80
This week:
- Mark L. – 12.65
- Mark S. – 12
- Russell – 9.87
- Bill – 13