Volatility Views

Volatility Views 269: One More VXX Reverse Split

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Sinopsis

  Volatility Review: A look back at the week from a volatility perspective. The numbers: VIX Cash - 12.33, a high of 14.45 on Monday. VVIX - 100 CBOE Skew Index - 130 Russell's Weekly Rundown VIX Options: ADV - 764k, VIX Call/Put - 3.4, Total 11.5m (8.88m Calls, 2.66m Puts) VXX reverse split trade Volatility Voicemail: Listener questions and comments Comment from JLC - That $VIX 60 guy is just nuts. He's just trying to make a name for himself with that prediction. $SPX wld need to drop over 10% to be right. Question from FContangotrader - What is your thought on $VIXH? Maybe every episode you can give an intro into various Vol ETN and ETF. Thanks and keep with good work Comment from FContangotrader - Mark Sebastian, so how do you hedge your gamma and your mother in law? Crystal Ball: Wild and reckless prognostication Last week Mark L. - 13.55 Mark S. - 12 Kevin - 18.25 Guest - 14.30 This week Mark L. - 11.75 Mark S. - 11.00 Russell - 10.80