Volatility Views 250: Busting VIX Myths

Volatility Review: Today we are joined by guest co-host Bill Valentine, Commodore Fund

• VIX Cash - 12.39, VVIX - 84
• CBOE Skew Index - 131, back down to normal levels
• VIX Options: Mon - 597k, Tues - 368k, Weds - 720k, Thurs - 564k, ADV - 659k, (Total: 9.8M - 7M Calls, 2.8M Puts)
• VIX Call/Put - 2.4/ 1
• OIV/OVX - 26 - in the toilet
• GVZ - 12.85
• TYVIX - 5.12

Volatility Voicemail: Comment from LVT. Re: your discussion from last week. I think moving averages are worthwhile when analyzing VIX. Other than that, not so much.

Crystal Ball: Your VIX prognostication headquarters

Last week:

• Mark L. - 12.50
• Andrew - 12
• Russell - 12.80

This week:

• Mark L. - 12.65
• Mark S. - 12
• Russell - 9.87
• Bill - 13