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Description:
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Volatility Review: A look back at the week from a volatility perspective The numbers: Russell's Weekly Rundown: - VIX Options - ADV: 813k, VIX call/put: 3.5
- Total 9.96m
- OIV - 26.53
Volatility Voicemail: Listeners take over the show Volatility Views/TWIFO Flash Poll: With $SPX #Volatility -aka $VIX- in single digits where are you getting your index vol fix these days? - Russell 2000: $RVX, $IWM
- Dow: $DJIA, $VXD, etc.
- NASDAQ: $QQQ, $VXN, etc.
- Buying $VIX for rebound.
Listener questions and comments - Question from Swatcat - Which instruments are there that are very liquid, if you are going long VIX? I have found one so far, ticker: VIXY / Nordic options trader
- Question from TicTac - You guys said it's not a good time for vix front spreads. Why not?
- Question from LA Town - Your call for worst Vol ETF?
Crystal Ball: Your prognostication headquarters Last week: - Mark L. - 11.5
- Mark S. - 11.01
- Russell - 12.25
This week: - Mark L. - 9.8
- Mark S. - 10.5
- Russell - 11.11
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