Volatility Views

VOLATILITY REVIEW VIX Cash - 13.34 Russells paper link: https://www.lancaster.ac.uk/media/lancaster-university/content-assets/documents/lums/accounting--finance/Park-PriceDislocationandPriceDiscoveryintheSP500OptionsandV....pdf VIX Options Strong volume on Tues, 10/18: 780k, but light volume the rest of the week. Total 4.30m (3.24m Calls, 1.05m Puts) The VIX: Not so fearsome after all? - by David Hait http://blogs.barrons.com/focusonfunds/2016/10/21/the-vix-not-so-fearsome-after-all/ VOLATILITY VOICEMAIL Question from Avery - I found the discussion and the "point" made by ThinkTankTrading extremely confusing. Is this really something to worry about or, as Mark suggested, is it really a distinction without a difference? VXX erodes predictably. Does it really matter if its is caused by roll yield or stampeding elephants? Question from Tom from NYC - Love the Vol Views. Been thinking about that 1x2 call vertical in VIX. Would flipping the script also work? So instead of selling 1 buying 2 calls you would BUY 1