

Volatility Views 263: VIX Call Spreads and Tin Foil Hats
Jul 17, 2017
01:00:44
Volatility Review: A look back at the week from a volatility perspective.
- CML VIZ
- VIX Cash: 9.90, VVIX: 85.68
- VIX Options: ADV - 671k, Total 10.3m (8.28m Calls, 2.06m Puts)
- VIX pop quiz
- Strong Volume for SPXW Options with Monday, Wednesday, Friday and Month-end Expirations.
- A Bond Trader's $10 Million Volatility Bet Is Paying Off
Volatility Voicemail: Listener questions and comments
Comment from Roger Barone: If they did so thru @IBKR their margin is $35,250,000. Anyone else ZERO! @IBKR SUCKS! @CBOE REFUSES to stop their MARGIN ABUSE! @SEC_News...Yes. They charge a MINIMUM OF $150 on ANY VIX SPREAD even if a long one like that. THEY TOTALLY SUCK! I told CBOE at Pinnacle but no action. Read this and this.
Crystal Ball: Wild prognostication
Last week:
- Mark L. - 10.60
- Mark S. - 10.05
- Russell - 11.99
This Week:
- Mark L. - 10.25
- Andrew - 9.99
- Ophir - 9.75