Volatility Views 275: Fed Data Rebukes Crowded VIX Trade Myth

Published: Oct. 9, 2017, 9:06 p.m.

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

  • VIX Cash - A low of 9.13 on Oct. 5
  • VVIX - 91.79, CBOE Skew Index - 140

Russell's Weekly Rundown

  • Fed Survey on Firm Uses of Equity Volatility, By Russell Rhoads, CFA
  • VIX Options - VIX Call/Put: 3.7, Total 12.0m (9.44m Calls, 2.52m Puts)
  • VXX - 37.95, XIV - 100.57

Volatility Voicemail: Options question of the week

Break out your #VOLATILITY #CRYSTALBALL: $VIX is at new lows. Is an 8 $VIX looming or is this just a blip? Where will $VIX close Friday 10/6

  • Right Here: 9-9.30
  • Lower: < 9
  • Slightly Higher: 9.3-9.60
  • Much Higher: > 9.6

Listener questions and comments: What's on your mind?

  • Question from Gunjan Banerji\\u200f - What were the hot $VIX strikes this past week?
  • Question from PBiggers - What strategy will long vix while minimizing contango?
  • Comment from FContangotrader - I took personal loan and i bought vxx put spreads long term while I'm long some gamma on $spy, speaking of crazy.
  • Question from Lenz - When is the CBOE Asia conference?
  • Crystal Ball: Wild and reckless prognostication

Last week:

  • Mark L. - 9.7
  • Andrew - 9.99
  • Russell - 9.42

This week:

  • Mark L. - 9.65
  • Mark S. - 10.01
  • Russell - 10.31
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