Volatility Views 174: Volatility Questions Remain

Published: Sept. 18, 2015, 9:35 p.m.

Volatility Review: A look back on the week from a volatility perspective.

\n
    \n
  • What happened post-Fed?
  • \n
  • VIX remained elevated going into Fed announcement
  • \n
  • VIX, VVIX
  • \n
  • Advice offered to the Fed
  • \n
  • Irrational exuberance abides
  • \n
  • VIX Cash making waves, VIX options, not so much
  • \n
  • Weekly VIX options can\u2019t come soon enough
  • \n
  • The madness that is VXUP and VXDN
  • \n
  • RVX and VIX still within spitting distance of each other
  • \n
  • Mark has opinions on the Goldman Sachs research team
  • \n
\n

Volatility Voicemail: Listener questions and comments

\n
    \n
  • Quadruple witching: does it impact option volatility?
  • \n
  • Product question on: VXST, VolDex
  • \n
\n

Crystal Ball: Wild and reckless prognosticating