Volatility Views 534: The VIX Upside Saga Continues Plus Revenge of the Rundown
Volatility Views
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Russell's Week in Vix Options
It's been a bit of a busy end to the week this time yesterday in the option block. We were already north of a million contracts in Vix. The 80 V is 787 right now. That's up about 30,000 contracts from this time last week. It's effectively a short put spread to finance some or all of an upside call strike.
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