Volatility Views 173: VIX Vampires

Published: Sept. 15, 2015, 12:49 a.m.

Volatility Review: A look back on the week from a volatility perspective, which includes:

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  • VIX Cash
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  • RVX
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  • VIX Options
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  • VXUP
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  • VXDN
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  • And the Fed
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Volatility Voicemail: In which listeners have their say

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  • Question from Mr. Rose - On 8/21/15, S&P lost 3.19% and VIX is up 8.89 points. Following Tuesday S&P down 2.96%, VIX up only up 2.38 points. Next Wednesday S&P up1.83%, VIX drops 5.31 points. Please explain.
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  • Question from Confused - Hey, is there an overwhelming biased to trading calls in the VIX? Why? What about VIX puts, does anyone trade them?
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  • Question from Jacob - What are some examples of basic volatility arb strategies? Thanks for the program.
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Crystal Ball: Wild and reckless prognostication