Volatility Views 332: Revenge of a Muted VIX

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

• VIX Cash - 22.65, 3.25 higher than last show
• VVIX - 97, 3-points higher than last show
• VIX Options - ADV: 594k - up nearly 50k from last show

Hot VIX options today:

• 10000 VIX Feb 13th 17.0 Puts $1.025
• 3999 VIX Dec 12th 30.0 Calls $0.10
• 42800 VIX Dec 19th 40.0 Calls $0.14
• 37700 VIX Jan 16th 32.5 Calls $0.562

Plus:

• VXX - 35.5, 1-point lower than last show
• SVXY - 46, almost 4 handles lower than last show

Volatility Voicemail: Listener questions and comments

• Question from DaNincompoop - Are the futures really backward if it's just the cash that's higher?
• Question from Charles Pierce - When does VXX make the switch to VXX B?
• Question from ELanc3 - Over-under on when we'll see the next crop of new inverse volatility ETFs?

Crystal Ball: Wild prognostication ensues

Last week:

• Mark L. - 17.65
• Mark S. - 16.49

This week:

• Mark L. - 18.65
• Mark S. - 23.00