Volatility Views 297: The Cboe RMC Rundown

Published: March 12, 2018, 6:25 p.m.

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

Cboe RMC:

  • What are our favorite presentations?
  • Interesting discussions/topics?
  • Tariffs, Trump & VIX: It has been another volatile week.
  • VIX Cash - 16.54
  • VIX Futures - "Super meltyF and delicious

Russell\'s Weekly Rundown:

  • VIX Options: ADV - 1M
  • VIX call/put: 2/1
  • Total 12.6m (8.45m Calls, 4.16m Puts)

Volatility Voicemail: Volatility Flash Poll

XIV is off the board and SVXY is a pale shadow of its former self. So how are you getting your "short vol" fix these days? Reply/DM with alternative suggestions.

  • Short VIX Futures
  • Long VIX Puts/Spreads
  • Short VIX Calls/Spreads
  • Short SPX/SPY Volatility

Listener questions and comments

  • Question from Bixby -Do you think there will be an XIV 2 anytime soon?

Crystal Ball: Wild and reckless prognostication

Last week:

  • Mark L. - 17.75
  • Mark S. - 28

Next week:

  • Mark L. - 14.75
  • Mark S. - 13.15
  • Russell - 14.00
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