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Home > Volatility Views > Volatility Views 272: How Do Europeans Trade Volatility?
Podcast: Volatility Views
Episode:

Volatility Views 272: How Do Europeans Trade Volatility?
Category: Business
Duration: 01:02:16
Publish Date: 2017-09-18 15:28:37
Description:

Volatility Review: A full overview of CBOE RMC Europe.

The numbers:

  • VIX Cash - a high of 11.10 on Monday.
  • VVIX - 92
  • CBOE Skew Index - 142.74

Russell's Weekly Rundown:

  • VIX Options - ADV: 813k, VIX Call/Put 3.1; Total 13.7m (10.4m Calls, 3.28m Puts).
  • OIV - 26.34

Volatility Voicemail: Listener Questions and Comments

Options question of the week:

First #Harvey, then #Irma, now #Jose & more. We prep houses/cars/family for #disasters. How do you prep your portfolio?

  • Get Long $VIX/$VXX/$UVXY
  • Go To Cash/T-bills
  • Buy Index/Stock Puts
  • "Risk Assets" - Gold, etc.

Listener Questions:

  • Question from Volbug: You mentioned on the show that our twins (XIV & SVXY) could go to zero if there is a big enough spike in vol. Would you and the crew be able to take a guess at what level of vol action would result in such a occurrence? Second question is, wouldn't such a spike send equities out the window also? As always, thanks for the show.
  • Question from PBiggers - Time to go long VIX? Sell some EFX premium? Some skew in there. IV is at a 52 wk high. Liquidity is sketchy.

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
Total Play: 0

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