Volatility Views

Volatility Review: Today's guest is David Lincoln, ex-CBOE Market Maker and Host of The Short Vol Show on YouTube. A look back at the week from a volatility perspective: What trade war? The market has rallied almost non-stop post Trump trade war VIX Cash - 12.50, 1.25 point lower than last week. VVIX - 101, almost unchanged from last week. VIX Option - ADV: 496k, VIX call/put: 2.8/1, Total 7.89m (5.82m Calls, 2.07m Puts) Risk reversals keep popping up. VXX - 31.6, 3 points lower than last week. VIX ETF love affair endures as volatility falls Volatility Voicemail: Options question of the week, part one. Traders generally fade volatility going into holidays (today notwithstanding). What's your favorite vehicle when you want to wager on the dark side of volatility? Short-term or Long-term - that's up to you. 27% - Short VIX Futures 17% - Long $VIX Puts/Spread 33% - Long $VXX Puts/Spread 23% - Short $VIX Calls/Spreads Options question of the week, part two. Trading options during earnings season can be challe