Volatility Views 250: Busting VIX Myths

Published: April 10, 2017, 7:05 p.m.

Volatility Review: Today we are joined by guest co-host Bill Valentine, Commodore Fund

  • VIX Cash - 12.39, VVIX - 84
  • CBOE Skew Index - 131, back down to normal levels
  • VIX Options: Mon - 597k, Tues - 368k, Weds - 720k, Thurs - 564k, ADV - 659k, (Total: 9.8M - 7M Calls, 2.8M Puts)
  • VIX Call/Put - 2.4/ 1
  • OIV/OVX - 26 - in the toilet
  • GVZ - 12.85
  • TYVIX - 5.12

Volatility Voicemail: Comment from LVT. Re: your discussion from last week. I think moving averages are worthwhile when analyzing VIX. Other than that, not so much.

Crystal Ball: Your VIX prognostication headquarters

Last week:

  • Mark L. - 12.50
  • Andrew - 12
  • Russell - 12.80

This week:

  • Mark L. - 12.65
  • Mark S. - 12
  • Russell - 9.87
  • Bill - 13