Volatility Views
Volatility Views 275: Fed Data Rebukes Crowded VIX Trade Myth
- Autor: Vários
- Narrador: Vários
- Editor: Podcast
- Duración: 1:01:10
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Sinopsis
Volatility Review: A look back on the week from a volatility perspective. VIX Cash - A low of 9.13 on Oct. 5 VVIX - 91.79, CBOE Skew Index - 140 Russell's Weekly Rundown Fed Survey on Firm Uses of Equity Volatility, By Russell Rhoads, CFA VIX Options - VIX Call/Put: 3.7, Total 12.0m (9.44m Calls, 2.52m Puts) VXX - 37.95, XIV - 100.57 Volatility Voicemail: Options question of the week Break out your #VOLATILITY #CRYSTALBALL: $VIX is at new lows. Is an 8 $VIX looming or is this just a blip? Where will $VIX close Friday 10/6 Right Here: 9-9.30 Lower: < 9 Slightly Higher: 9.3-9.60 Much Higher: > 9.6 Listener questions and comments: What's on your mind? Question from Gunjan Banerji - What were the hot $VIX strikes this past week? Question from PBiggers - What strategy will long vix while minimizing contango? Comment from FContangotrader - I took personal loan and i bought vxx put spreads long term while I'm long some gamma on $spy, speaking of crazy. Question from Lenz - When is the CBOE Asia conference? C