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Home > Volatility Views > Volatility Views 163: VSTOXX, TYVIX, VVIX and More
Podcast: Volatility Views
Episode:

Volatility Views 163: VSTOXX, TYVIX, VVIX and More
Category: Business
Duration: 00:58:39
Publish Date: 2015-06-24 12:57:43
Description:

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

  • June VIX settles at 14.67
  • VIX Futures: Front month down to 15.15
  • VIX Options: VIX call/put = 3.9 - getting more attention again.
  • RVX: OI 61 Contracts
  • VXUP / VXDN
  • VSTOXX: Hit 5-month high of 27.75 on Monday ahead of the emergency meeting on Monday. VSTOXX vs. VIX Spread widened this week with VIX crisis.
  • Crude Oil: OVX: 30.60; OIV: 30.46
  • Rates: TLT Aug IV = 15 - Has not changed much over the past month.

Volatility Voicemail: Listener questions and comments

  • Question from Tasty Meatballs - What is your take on the new TYVIX index disseminated by the CBOE?
  • Question from Jarvis - This is for the volatility views radio program. There are a lot of players entering the volatility ETF world. Some offer ratio products, inverse products or the new wave of spot products. I would like to know if there is a certain type of ETF or a certain area of the market that you think is ripe for a new volatility product.
  • Question from Azon - How does VSTOXX perform relative to VIX? Just as call heavy? Similar pops to the upside?

Crystal Ball: VIX pop? Buyers to come when the deadline looms.
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