Volatility Views

VOLATILITY REVIEW VIX Cash - 14.8, 2.5-points lower than last week. VVIX - 80, 7.5-points lower than last show. VIX Options - ADV:476k, Total 6.20M (4.86M Calls, 1.34M Puts) VXXB - 32.5, 2.5-points lower than last show. SVXY - 46, unchanged from last show.         VOLATILITY VOICEMAIL #QOTW - $VXX is dead! Long Live $VXXB! There's a (somewhat) new kid on the #Volatility trading block. Are you trading $VXXB #options yet? If not, how are you getting your #Volatility fix these days? $VIX $TVIX $SVXY 43% - Yes: Jumped into $VXXB 11% - No: Spreads are too wide 14% - No: Prefer $TVIX, etc 32% - No: Prefer $VIX #options Question from Thomas Weber - If I am short a deep in the money call in SPY (delta near 1), what are the odds I will be assigned the Thursday night before Friday expiration? Question from Jelevis - Does it make sense to just get long ratio vertical put spreads in VXX as opposed to just buying the puts? Make the premium negligible so you don’t get hurt if it spikes against you in the near term. If it