Volatility Views

Volatility Views 346: Roaring Back With a Vengeance

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Sinopsis

VOLATILITY REVIEW SPIKES - 16.87, nearly 5-points higher than last show VIX Cash - 16.5, nearly 4-points higher than last week VVIX - 98 - 18-points higher than last show VXXB - 32, nearly 4-points higher than last show VIX Options - ADV: 569k, Total 8.71m (6.65m Calls, 2.06m Puts) A strong selloff sparked by weak economic data in US & Europe. Europe's stock volatility gauge hits six-week high as weak data stirs worries         VOLATILITY VOICEMAIL Question from Brew Master 3 - What does all of this mean for the vol market? Is this a problem for new vol players and products trying to get into the space? Comment from Mark Brandt - Sold the 32d 15/11 put spread to buy the 21 calls for a nickel. Liking it! Question from Nico Lee - There are so many questions swirling around VIX right now. How do we avoid these types of problems in the future so people can have faith that the volatility space isn’t rigged against them.       CRYSTAL BALL Next week: Mark L. - 14.25 Mark S. - 12.37 Simon - 13.55