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Home > Volatility Views > Volatility Views 241: VIX: The Shining Beacon of Efficiency
Podcast: Volatility Views
Episode:

Volatility Views 241: VIX: The Shining Beacon of Efficiency
Category: Business
Duration: 01:04:36
Publish Date: 2017-02-06 12:06:58
Description:

Volatility Viewpoint Featuring Mike Menslage of VolSurface Capital Management.

He discusses:

  • What is VolSurface Capital Management?
  • What is their typical strategy and product?
  • What is their take on the new volatility and political regime? Are we destined for a prolonged period of low volatility
  • VIX long-term mean of 20?
  • Why is the 30 strike so popular?

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

  • VIX Cash: 11.25
  • VVIX: 88, off its recent highs.
  • VIX Futures: Front month premium to cash: .26; Two months premium to cash: 2.6

Russells Weekly Rundown:

  • VIX Options: Thurs - 327k, Weds - 546k, Tues - 442k, Mon - 745k
  • VIX Call/Put: 2.5/1: Total 7.93m (5.88m Calls, 2.05m Puts)
  • OIV/OVX - 29.50
  • GVZ - 15
  • TYVIX - 5.40

Crystal Ball: Wild and reckless prognostication

Last week:

  • Mark L. - 11.50
  • Mark S. - 11.05
  • Russell - 12.99
  • Bill Luby - 11.78

This week:

  • Mark L. - 10.50
  • Mark S. - 10.92
  • Russell - 12.01
Total Play: 0

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