Volatility Views 273: Rocket Men Plus Hurricanes Equals 9 VIX?

Published: Sept. 25, 2017, 8:50 p.m.

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

The numbers:

Russell's Weekly Rundown:

  • VIX Options - ADV: 813k, VIX call/put: 3.5
  • Total 9.96m
  • OIV - 26.53

Volatility Voicemail: Listeners take over the show

Volatility Views/TWIFO Flash Poll: With $SPX #Volatility -aka $VIX- in single digits where are you getting your index vol fix these days?

  • Russell 2000: $RVX, $IWM
  • Dow: $DJIA, $VXD, etc.
  • NASDAQ: $QQQ, $VXN, etc.
  • Buying $VIX for rebound.

Listener questions and comments

  • Question from Swatcat - Which instruments are there that are very liquid, if you are going long VIX? I have found one so far, ticker: VIXY / Nordic options trader
  • Question from TicTac - You guys said it's not a good time for vix front spreads. Why not?
  • Question from LA Town - Your call for worst Vol ETF?

Crystal Ball: Your prognostication headquarters

Last week:

  • Mark L. - 11.5
  • Mark S. - 11.01
  • Russell - 12.25

This week:

  • Mark L. - 9.8
  • Mark S. - 10.5
  • Russell - 11.11