2017: The year without volatility
Listen to Volatility Views 286: Bitcoin Futures vs VIX Options
Volatility Review: Looking back on 2017, the year without volatility. VIX has been under 10 for about 45 days this year, and under 12 for a little over 200 days.
The numbers:
- VIX Cash – 9.56
- VVIX – 92
- CBOE Skew Index – 132.5
Russell’s Weekly Rundown:
- VIX Options: ADV – 721k
- VIX call/put: – 4, Total 9.38m (7.51m Calls, 1.88m Puts)
- Commodities: Volatility is low but ambiguity is sky high.
Volatility Voicemail: Options question of the week.
Now it’s a party! Bitcoin futures are live on both CME Group & CBOE. But everyone’s asking us the $1M question – “When will we get Bitcoin Options?” So we thought we’d ask you: When will we be able to trade options on these futures?
- Q1 2018
- Q2 2018
- Q3 2018
- Q4 2018
Listener questions and comments:
- Comment from FContangotrader – You should call #optionblockchain? forget Bitcoin, if you short $vxx since 2011 now you own an island at the Bahamas, if you own gamma and hedge with vol products, now you own 2 islands.
- Question from Javier – Is there a Bitcoin VIX from the CBOE?
- Question from JediGuy – What were your favorite volatility events and trades from 2017?
- Question from Taj Penaso – Hi, will there be options for bitcoin once the futures are traded?? Or just the futures until there are tradeable ETFs available? Thanks
Crystal Ball: Wild and reckless prognostication
Last week:
- Mark S. – 10
- Russell – 9.74
- Bill – 8.99
This week:
- Mark L. – 9.65
- Andrew – 8.99
- Russell – 9.25