Volatility Views
VV 369: The Vol Worm Turns While VIX Gravity Battle Rages
- Autor: Vários
- Narrador: Vários
- Editor: Podcast
- Duración: 1:02:38
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Sinopsis
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: 14.2