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This episode was originally posted on August 28th, 2017. Volatility Review: A look back at the week from a volatility perspective. The numbers: - VIX Cash - 12.33, a high of 14.45 on Monday.
- VVIX - 100
- CBOE Skew Index - 130
Russell's Weekly Rundown - VIX Options: ADV - 764k, VIX Call/Put - 3.4, Total 11.5m (8.88m Calls, 2.66m Puts)
- VXX reverse split trade
Volatility Voicemail: Listener questions and comments Comment from JLC - That $VIX 60 guy is just nuts. He's just trying to make a name for himself with that prediction. $SPX wld need to drop over 10% to be right. Question from FContangotrader - What is your thought on $VIXH? Maybe every episode you can give an intro into various Vol ETN and ETF. Thanks and keep with good work Comment from FContangotrader - Mark Sebastian, so how do you hedge your gamma and your mother in law? Crystal Ball: Wild and reckless prognostication Last week - Mark L. - 13.55
- Mark S. - 12
- Kevin - 18.25
- Guest - 14.30
This week - Mark L. - 11.75
- Mark S. - 11.00
- Russell - 10.80
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