Volatility Views
Volatility Views 155: Trade the VIX Mullet
- Autor: Vários
- Narrador: Vários
- Editor: Podcast
- Duración: 0:56:20
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Sinopsis
Volatility Viewpoint: Today’s guest is Mike Thompson of Typhon Capital. He discusses: VIX Futures VXST The mainstream acceptance of volatility VXX and VSTOXX Volatility Review: A look back at the week from a vol perspective A groundhog day in volatility. VIX: volume down significantly. VIX Options: Put love later in the week. June 14-18-21 fly spread going up. Gold: GVZ hitting a seven month long, near the 15 handle. Crude Oil: The bulls are back in crude. Volatility Voicemail: Listener comments and questions Question from Tim Engels - Been a lot of ink lately about VIX volume being in the toilet. You guys have touched on it once or twice on the program as well. Why do you think the volume has fallen off a cliff? Question from Theist - Reading about delta neutral strategies. But the profit seems small for each adjustment, commissions seem large for the adjustments, and the values for many of the variables (delta, vega) seem questionable at best. Is this really a viable strategy over the long term or are