Volatility Views
Volatility Views 222: Revenge of the VIX 1x2
- Autor: Vários
- Narrador: Vários
- Editor: Podcast
- Duración: 0:59:25
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Sinopsis
Volatility Review: A look back at the week from a volatility perspective VIX Cash: High of 19.12 earlier this week. 30-Day HVOL: 11; 30-Day IVOL: 14 VVIX: Currently at 109 with a high of 116 this week Russells Weekly Rundown: VIX Options: A very active week. Mon - 951k, Tues - 1.3M!, Weds - 656k; Total 8.06m (5.62m Calls, 2.44m Puts) Crude: OIV/OVX: 40 - Retreating from a recent spike up to nearly 46. Gold: 30-Day HVOL: 10.7% - Near the bottom end of the 52 week range. 30-Day IV: 15% - Only in the 23rd percentile Volatility Voicemail: Listener questions and comments Question from Erik Leland - Saw VIX 1x2s going up this week. Is it that season again? Question from JVac - What about a mini VIX option? Question from TC - U.S. has VIX. Europe has VSTOXX. What is the Asian equivalent? Nifty VIX? It hardly seems comparable. Is there a Chinese or Japanese Vol product? Question from CVortt3 - This guy says you should ignore VIX. Agree? Please discuss on Vol Views - http://etfdailynews.com/2016/09/16/heres-why-i