Volatility Views
Volatility Views 243: Crazy VIX Ratio Call Spreads
- Autor: Vários
- Narrador: Vários
- Editor: Podcast
- Duración: 1:02:15
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Sinopsis
Volatility Review: A look back at the week from a volatility perspective. VIX Cash - Just under 11.76 VVIX - 80 CBOE Skew Index - 141, approaching 6-month high of 146 set on Jan 20. VIX Futures: Front month premium to cash - 1.25; Two month premium to cash - 2.50. Russell's Weekly Rundown: VIX and Three Day Weekends, by Russell Rhoads, CFA Block Trade Analysis - Large Bullish 1 x 4 VIX Option Trade, by Russell Rhoads, CFA VIX Options: A high volume week, ADV - 559k; Mon - 816k, Tues - 1.3M, Wed - 1.14M, Thurs - 822k; VIX Call/Put: 2.8/1; Total 7.21m (5.18m Calls, 2.03m Puts) Volatility Voicemail: Quizzes, questions, comments Options #QuestionOfTheWeek: Trading single #Calls and #Puts is fine, but smart #Options traders use spreads. What is your go-to spread? Vertical/Ratio Vertical Calendar/Diagonal Butterfly/ Iron Butterfly Iron Condor Listener questions: Question from Nordictan - Is it possible to change the default LiveVol font settings and make it larger? The current setting is simply too small for