Revenge of a Muted VIX
Listen to Volatility Views 332: Revenge of a Muted VIX
Volatility Review: A look back at the week from a volatility perspective.
- VIX Cash – 22.65, 3.25 higher than last show
- VVIX – 97, 3-points higher than last show
- VIX Options – ADV: 594k – up nearly 50k from last show
Hot VIX options today:
- 10000 VIX Feb 13th 17.0 Puts $1.025
- 3999 VIX Dec 12th 30.0 Calls $0.10
- 42800 VIX Dec 19th 40.0 Calls $0.14
- 37700 VIX Jan 16th 32.5 Calls $0.562
Plus:
- VXX – 35.5, 1-point lower than last show
- SVXY – 46, almost 4 handles lower than last show
Volatility Voicemail: Listener questions and comments
- Question from DaNincompoop – Are the futures really backward if it’s just the cash that’s higher?
- Question from Charles Pierce – When does VXX make the switch to VXX B?
- Question from ELanc3 – Over-under on when we’ll see the next crop of new inverse volatility ETFs?
Crystal Ball: Wild prognostication ensues
Last week:
- Mark L. – 17.65
- Mark S. – 16.49
This week:
- Mark L. – 18.65
- Mark S. – 23.00