

Volatility Views 327: VIX, Seriously, WTH?
Oct 29, 2018
01:02:20
Volatility Review: A look back at the week from a volatility perspective.
- VIX Cash - 26.9, 6.8 points higher than last show
- VVIX - 120, 4 handles higher than last show
- A Listless VIX Says This Sell-Off Reeks of 'Dumb Money' by Luke Kawa - Bloomberg
- VIX Options - ADV: 574k, VIX call/put: 2.8/1, Total 7.47m (5.53m Calls, 1.95m Puts)
- VXX - 40.75, 6 points higher than last show
- Bitcoin Price Volatility Falls to Lowest Of 2018
- The Dollar Is the New VIX, And the Bitcoin Connection by Brian Kelly - Forbes
Volatility Voicemail: Options question of the week
Earnings are back with big tech names on the docket. Which of the following will be lighting up your #Options trading this week? Bonus points for your preferred strategies - e.g. call vertical, straddle, etc.
- 28% - Microsoft $MSFT
- 34% - Amazon $AMZN
- 10% - Alphabet $GOOGL
- 28% - Twitter $TWTR
Listener questions and comments:
- Question from Cube Finance - Do we smell the distinct odor of feedback loops about to take off? #risk #volatility
- Question from Darren Hom - VXX and the index it's based on provided a statistically significant exposure to shorting straddles. This was not the case for VIX, presumably because of volatility drag. Is it that bad that XIV is gone?
- Question from PRGR0 - SPY or SPX better for straight vol plays like straddles?
Crystal Ball: Your prognostication headquarters
Last week:
- Mark L. - 17.75
- Mark S. - 16.25
This week:
- Mark L. - 18.15
- Mark S. - 17.25
- Guest - 18.50