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

• Fiddy cent returns
• Seagull spread?
• VIX cash: 14.64
• Tweaks to VIX
• VVIX: 107.50
• Google interest: Top five states with the most interest in volatility (Mark S. got 2/5)
• Google interest: Top five states with the most interest in VIX
• VIX options
• Big call and put strips
• The VXX whiff of weirdness

Volatility Voicemail: Listeners have their say

Options Question of the Week: Let's have some fun. These "entertainment" stocks are pricing in big moves. Gun to your head: Which July ATM straddle would you rather own in your portfolio? WWE? DIS? WYNN? SEAS? #DegeneratePremiumBuyers #PalmsIn #FearNoTheta

• WWE July ATM Strad: $7
• WYNN July ATM Strad: $12
• SEAS July ATM Strad: $2
• DIS July ATM Strad: $5

Listener questions and comments:

• Question from Rick S.: What exactly does it mean to roll positions the week of expiration?
• Question fro Telly0: Are there any long VIX vehicles that don't erode to zero?
• Comment from JTack: Looks like call front spreads (short 1 near OTM, long 2 farther OTM) in VXX are the best way to hedge long term VXX puts. That way you're covered against a blowup but you're not shelling out a ton for straight up calls or verticals.

Crystal Ball: Wild and reckless prognostication

Last guess:

• Mark L. 11.85
• Andrew: 11.80
• Mark S. 11.55

This week:

• Mark S. 11.55
• Mark L. 12.05