Volatility Views

Volatility Review: A look at last week from a volatility perspective. VIX Cash - 26.5, nearly 4-points higher than last show. VVIX - 105, 8-points higher than last show Mnuchin Blames Volcker Rule, High-Speed Trading for Volatility VIX Options - ADV: 575k down nearly 20k from last show. Total 5.50m (4.23m Calls, 1.27m Puts) VXX - 46, 6.5-points higher than last show. SVXY - 43, almost 3 handles lower than last show. Volatility Voicemail: Options question of the week Which upcoming volatility product are you most excited about trading in 2019? Or are you content to stay with the original despite lingering issues? SPIKES Realday/RealVol Voldex/Skewdex I'll stick with VIX Comments, questions, and musings: Mark Twain on Volatility - "October. This is one of the peculiarly dangerous months to speculate in stocks. The others are July, January, September, April, November, May, March, June, December, August, and February." -Mark Twain Comment from Pat Hennessy - There are a total of 6,600 $VIX Dec puts that will