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Home > Volatility Views > Volatility Views 310: VIX Fixes, Fiddy Cent and VXX Ratios
Podcast: Volatility Views
Episode:

Volatility Views 310: VIX Fixes, Fiddy Cent and VXX Ratios
Category: Business
Duration: 01:01:27
Publish Date: 2018-06-25 09:00:00
Description:

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

  • Fiddy cent returns
  • Seagull spread?
  • VIX cash: 14.64
  • Tweaks to VIX
  • VVIX: 107.50
  • Google interest: Top five states with the most interest in volatility (Mark S. got 2/5)
  • Google interest: Top five states with the most interest in VIX
  • VIX options
  • Big call and put strips
  • The VXX whiff of weirdness

Volatility Voicemail: Listeners have their say

Options Question of the Week: Let's have some fun. These "entertainment" stocks are pricing in big moves. Gun to your head: Which July ATM straddle would you rather own in your portfolio? WWE? DIS? WYNN? SEAS? #DegeneratePremiumBuyers #PalmsIn #FearNoTheta

  • WWE July ATM Strad: $7
  • WYNN July ATM Strad: $12
  • SEAS July ATM Strad: $2
  • DIS July ATM Strad: $5

Listener questions and comments:

  • Question from Rick S.: What exactly does it mean to roll positions the week of expiration?
  • Question fro Telly0: Are there any long VIX vehicles that don't erode to zero?
  • Comment from JTack: Looks like call front spreads (short 1 near OTM, long 2 farther OTM) in VXX are the best way to hedge long term VXX puts. That way you're covered against a blowup but you're not shelling out a ton for straight up calls or verticals.

Crystal Ball: Wild and reckless prognostication

Last guess:

  • Mark L. 11.85
  • Andrew: 11.80
  • Mark S. 11.55

This week:

  • Mark S. 11.55
  • Mark L. 12.05
Total Play: 0

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