Volatility Views

Volatility Views 272: How Do Europeans Trade Volatility?

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Sinopsis

Volatility Review: A full overview of CBOE RMC Europe. The numbers: VIX Cash - a high of 11.10 on Monday. VVIX - 92 CBOE Skew Index - 142.74 Russell's Weekly Rundown: VIX Options - ADV: 813k, VIX Call/Put 3.1; Total 13.7m (10.4m Calls, 3.28m Puts). OIV - 26.34 Volatility Voicemail: Listener Questions and Comments Options question of the week: First #Harvey, then #Irma, now #Jose & more. We prep houses/cars/family for #disasters. How do you prep your portfolio? Get Long $VIX/$VXX/$UVXY Go To Cash/T-bills Buy Index/Stock Puts "Risk Assets" - Gold, etc. Listener Questions: Question from Volbug: You mentioned on the show that our twins (XIV & SVXY) could go to zero if there is a big enough spike in vol. Would you and the crew be able to take a guess at what level of vol action would result in such a occurrence? Second question is, wouldn't such a spike send equities out the window also? As always, thanks for the show. Question from PBiggers - Time to go long VIX? Sell some EFX premium? Some skew in