Volatility Views

Volatility Viewpoint Featuring Mike Menslage of VolSurface Capital Management. He discusses: What is VolSurface Capital Management? What is their typical strategy and product? What is their take on the new volatility and political regime? Are we destined for a prolonged period of low volatility VIX long-term mean of 20? Why is the 30 strike so popular? Volatility Review: A look back at the week from a volatility perspective VIX Cash: 11.25 VVIX: 88, off its recent highs. VIX Futures: Front month premium to cash: .26; Two months premium to cash: 2.6 Russells Weekly Rundown: VIX Options: Thurs - 327k, Weds - 546k, Tues - 442k, Mon - 745k VIX Call/Put: 2.5/1: Total 7.93m (5.88m Calls, 2.05m Puts) OIV/OVX - 29.50 GVZ - 15 TYVIX - 5.40 Crystal Ball: Wild and reckless prognostication Last week: Mark L. - 11.50 Mark S. - 11.05 Russell - 12.99 Bill Luby - 11.78 This week: Mark L. - 10.50 Mark S. - 10.92 Russell - 12.01