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Description:
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Volatility Review: A look back at the week from a volatility perspective. - VIX Cash - 22.65, 3.25 higher than last show
- VVIX - 97, 3-points higher than last show
- VIX Options - ADV: 594k - up nearly 50k from last show
Hot VIX options today: - 10000 VIX Feb 13th 17.0 Puts $1.025
- 3999 VIX Dec 12th 30.0 Calls $0.10
- 42800 VIX Dec 19th 40.0 Calls $0.14
- 37700 VIX Jan 16th 32.5 Calls $0.562
Plus: - VXX - 35.5, 1-point lower than last show
- SVXY - 46, almost 4 handles lower than last show
Volatility Voicemail: Listener questions and comments - Question from DaNincompoop - Are the futures really backward if it's just the cash that's higher?
- Question from Charles Pierce - When does VXX make the switch to VXX B?
- Question from ELanc3 - Over-under on when we'll see the next crop of new inverse volatility ETFs?
Crystal Ball: Wild prognostication ensues Last week: - Mark L. - 17.65
- Mark S. - 16.49
This week: - Mark L. - 18.65
- Mark S. - 23.00
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