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Home > Volatility Views > VV 369: The Vol Worm Turns While VIX Gravity Battle Rages
Podcast: Volatility Views
Episode:

VV 369: The Vol Worm Turns While VIX Gravity Battle Rages
Category: Business
Duration: 01:02:38
Publish Date: 2019-09-15 21:45:23
Description:
  • Host: Mark Longo, The Options Insider Media Group
  • MIAX HOT SEAT CO-HOST: Dave Lincoln, The Short Vol Show
  • Co-Host: Andrew Giovinazzi, Option Pit

VOLATILITY REVIEW

Update on the latest trades, trends and developments in the world of volatility including:

  • JUDGING BY THE VOLATILITY MARKET YOU’D NEVER KNOW THAT WE HAD A HISTORIC ATTACK ON THE OIL INFRASTRUCTURE THIS WEEK.

  • VIX cash, Spikes,VIX Futures and VVIX overview. 

  • VIX options breakdown - decent volume week

  • Spikes options breakdown - 13.95 - DOWN .25 FROM LAST SHOW 

  • VIX cash - 13.90 - ALMOST EXACTLY UNCHD FROM LAST SHOW 

  • VVIX - 96.5 - DOWN 3 PTS FROM LAST SHOW  

  • VIX Futures Curve - STILL IN CONTANGO. 

    FROM MATT THOMPSON: 

    • Spot $VIX "gravity" on VIX futures does not get stronger when the curve is steep.  In fact, the opposite.  
    • Why?  Because steep curve = a lot of time to expiration.  and "gravity" has the greatest effect when a future is close to expiration
  • And much more...

THE CRYSTAL BALL

Where will VIX/SPIKES be next week?

  • MARK: 14.25
  • ROCK LOBSTER: 13.59
  • DAVE LINCOLN: 12:08
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