Search

Home > Volatility Views > Volatility Views 223: Putting the Smack Daddy on Vol
Podcast: Volatility Views
Episode:

Volatility Views 223: Putting the Smack Daddy on Vol
Category: Business
Duration: 01:00:34
Publish Date: 2016-09-26 10:35:07
Description:

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

  • VIX cash:
    • Janet & Co. crushed vol. VIX cash back in the toilet, but futures are still rich
    • 30-day HV: 11
    • 30-day IV: 10
    • VXX: Futures setting up for a VXX implosion
    • VVIX: at 89, or 20 handles lower than last week
  • Russell's Weekly Rundown:
    • 1000-lot VIX weekly trades creates a synthetic VIX collar
    • Two-way action in the VIX Sep28 13 calls
  • The week in VIX volume:
    • Monday: 546,000
    • Tuesday: 661,000
    • Wednesday: 727,000
    • Thursday: 751,000
  • Crude
    • OIV/OVX: 40. Same as last week
  • Gold
    • GVZ: 13.73. Close to a 52-week low

Volatility Voicemail: Listener questions and comments

  • Comment from Jim Investor: Shortsighted market over focused on Yellen. Soon they eye Trump widening lead in battleground states
  • Comment from John King: Since #SPX has 15+ "non-standard" expirations/month VS 1 "standard" -isn't it time @CBOE truly standardizes the monthly?
  • Comment from Mark Brant: Sell VIX 2M CV (X+5) (X+9) daily thru settlement (regression). X=ATM. Risk 1% $4 daily. Sold today's SPX IB wide 4X every 10 points today! Dailies rock!
  • Comment from ThinkTankTrading: all right,- first my question gets on volatility voice mail, Next the world muhahahaha evil laugh.

Crystal Ball: In which the VIX giveth and taketh away

Last week:

  • Mark L. - 11.75
  • Mark S. - 12.50
  • Russell - 12.99

This week:

  • Andrew - 12.25
  • Russell - 13.40
  • Mark L. - 11.60
Total Play: 0

Some more Podcasts by The Options Insider Inc.

1K+ Episodes
The Option B ..