Volatility Views

Volatility Views 259: Revenge of VIX Mullets and Tellums

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Sinopsis

Volatility Review with special guest co-host Mike Thompson from Typhon Capital Management. Weird Nasdaq selloff that started during last show continues. Amazon looks to buy Whole Foods. VIX Cash - 10.90, VVIX - 89.95, slightly higher than last week. CBOE Skew Index - 134.12, nearly 10 points higher than 2 weeks ago. VIX Futures - Front month: .6, Second month: 1.5 Russell's Weekly Rundown VIX Options: Mon - 780k, Tues - 331k, Wed - 658k, Thurs - 396k, ADV - 713k, VIX Call/Put: 3.5/1; Total 10.1m (7.85m Calls, 2.26m Puts) VXX - ADV 364k, OI - 1.3/1 Calls over puts. OIV - 29.45 OVX - 31.90 Volatility Voicemail: Alternative volatility sources With $VIX giving up the ghost - which products are you hoping will provide new sources of #Volatility for your #options trading? 33% - Crude Oil (WTI, etc.) 20% - Metals ($GLD, $SLV, etc.) 20% - FX (GBP/USD, etc.) 27% - Indv. Equities-$TSLA, etc. VIX LIMBO: Last Month 40+% of you said $VIX wouldn't break 9 in 2017. But recent events have us asking again: How low will