Volatility Views 532: Revenge of the Volatility Backspread
Volatility Views
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VIX Options: The Mothership of the Fed Week
It was a banger week for VIX options, which you should expect in a Fed week. The 80V back up north of 700 K, 757 to be precise. We are still hanging out at nine to one calls over puts in the top 10 in Vix land. And then number three is 313,000 of the SEP 60, six O's.
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