Volatility Views
Volatility Views 164: Can VIX Go to 5?
- Autor: Vários
- Narrador: Vários
- Editor: Podcast
- Duración: 0:55:27
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Sinopsis
Volatility Review: A look back at the week from a volatility perspective VIX Cash: VIX poised to start moving aggressively again? VVIX: Hovering around 85 - near the low end of its 1-year range. VIX Options: Back to light volume - all sessions below 500k. 3.8/1 Calls over puts. RVX: OI 62 contracts. VXUP / VXDN: Light week here as well - VXUP most days well under 30k shares, VXDN under 5k shares. VSTOXX: Flirted with a 5-month high of 27.5 earlier this week. Crude Oil: Crude Vol creeping lower. OVX - 29.18, OIV - 29.36 Rates: TLT Aug IV = 16 - Has not changes much over the past month. Volatility Voicemail: Listener questions and comments Question from Nick James - Tuned in last week for the first time and heard the discussion on volatility products, and particularly the AccuShares VIX products. I have been intrigued by this product and found your conversation interesting. It sounds like you take a dim view of it and would recommend against me buying shares of the VXUP version. How would you fix it if you c