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Home > Volatility Views > Volatility Views 137: Crying Wolf in Volatility ETPs
Podcast: Volatility Views
Episode:

Volatility Views 137: Crying Wolf in Volatility ETPs
Category: Business
Duration: 01:04:33
Publish Date: 2014-11-24 16:56:16
Description:

Volatility Views 137: Crying Wolf in Volatility ETPs

Volatility Review: The week in vol:

  • Global Derivatives Event: It was nice to see a lot of Vol Views listeners and former guests! Sell implied when VIX is low, buy implied when VIX is high.
  • VIX Cash: High - 15.74, Low - 13.13
  • VIX Options: Total 4.34M (2.89M Calls, 1.46M Puts)
  • VXST: Another weird volume week - 300 to 3,000 contracts on various days. Total 11k (8305 Calls, 2801 Puts)
  • A Review of Jared's Vol ETP Report - Crying Wolf: What the VIX alarmists are missing.
  • Crude Vol: Nat Gas and Oil

Volatility Voicemail: Listener questions and comments

  • Question from IndyJoe - I saw Marks tweet about buying high VIX/selling low VIX this week. Can he clarify what he meant by that? Seems counterintuitive.
  • Question from Pat Cummins - I think the pounding the VIX has taken lately is overdone. I am bullish volatility in the long term. Question: What is the best way for me to express that view? You have already dissuaded me from buying VXX as that is clearly the road to ruin. Would I be better off buying and holding a 1-year future? Or is there a third option I am overlooking
  • Question from Alagory - Which is more overpriced - VIX calls or SPX puts?
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