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Home > Volatility Views > Volatility Views 194: CDS / VIX Correlation
Podcast: Volatility Views
Episode:

Volatility Views 194: CDS / VIX Correlation

Category: Business
Duration: 01:03:32
Publish Date: 2016-02-29 15:27:16
Description:

Volatility Review: VIX got ahead of itself breaking 20 based on bond hedge cost.

Russells Weekly Rundown:

  • Wednesday weeklys!

VIX Options:

  • Fairly light volume week.
  • Thurs: 488k, Weds: 495k, Tues: 409k, Mon: 735k.
  • Total 5.55M (3.89M calls, 1.66M puts)

Even more CBOE studies! Crude Oil Recent rumors of supply action driving crude. Volatility remains on low end of recent elevated range. OIV/OVX - 67. Gold: GVZ 23.36 (elevated)

Volatility Voicemail: Listener questions and comments:

  • Options Question of the Week: No love for more options exchanges - Twitter poll has 60% of respondents saying "Heck no to more exchanges!!!"
  • Question from George T. - What is the longest stretch of backwardation in VIX history?

Crystal Ball: Vol Predictions: Russell - higher than everybody - above 25. Mark S. - low 20s. Mark L. - 23

Total Play: 0

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