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Home > Volatility Views > Volatility Views 187: The Lindsay Lohan of Volatility
Podcast: Volatility Views
Episode:

Volatility Views 187: The Lindsay Lohan of Volatility
Category: Business
Duration: 01:00:37
Publish Date: 2016-01-11 13:12:58
Description:

Volatility Review: Looking back at 2015.

  • Good to be in the Volatility & Index business - overall index volume only down 1% in 2015.
  • VIX Futures: Trading volume in VIX futures also set new total volume and ADV records for a sixth straight year in 2015.
  • Five Volatility Market Takeaways from 2015:
    1. VIX Average Closer to Historical Norms
    2. Russell 2000 Volatility Was Relatively Low
    3. SKEW High for the Second Year
    4. VIX Backwardation Lives!
    5. Long and Short Volatility ETP Performance
  • VIX Cash: Up 4.40 yesterday - 21% - got as high as 25.86 on Thursday. VIX Options
  • Total 4.93m (3.54m Calls, 1.39m Puts)

Volatility Voicemail: Listener questions and comments

  • Question from TCruz - Will we ever see a daily VIX option?
  • Question from Vin - Love Options Insider Radio - been mainlining Volatility Views. You always talk about the lack of VIX put volume on that show. Is there a particular month that is most attractive for VIX put buyers?

Crystal Ball: Reckless prognosticating
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