June 24, 2015

Volatility Views 163: VSTOXX, TYVIX, VVIX and More

Listen Later

58 minutes

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

June VIX settles at 14.67

VIX Futures: Front month down to 15.15

VIX Options: VIX call/put = 3.9 - getting more attention again.

RVX: OI 61 Contracts

VXUP / VXDN

VSTOXX: Hit 5-month high of 27.75 on Monday ahead of the emergency meeting on Monday. VSTOXX vs. VIX Spread widened this week with VIX crisis.

Crude Oil: OVX: 30.60; OIV: 30.46

Rates: TLT Aug IV = 15 - Has not changed much over the past month.

Volatility Voicemail: Listener questions and comments

Question from Tasty Meatballs - What is your take on the new TYVIX index disseminated by the CBOE?

Question from Jarvis - This is for the volatility views radio program. There are a lot of players entering the volatility ETF world. Some offer ratio products, inverse products or the new wave of spot products. I would like to know if there is a certain type of ETF or a certain area of the market that you think is ripe for a new volatility product.

Question from Azon - How does VSTOXX perform relative to VIX? Just as call heavy? Similar pops to the upside?

Crystal Ball: VIX pop? Buyers to come when the deadline looms.

...more

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Volatility Views

By The Options Insider Radio Network

4.2

1717 ratings

June 24, 2015

Volatility Views 163: VSTOXX, TYVIX, VVIX and More

Listen Later

58 minutes

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

June VIX settles at 14.67

VIX Futures: Front month down to 15.15

VIX Options: VIX call/put = 3.9 - getting more attention again.

RVX: OI 61 Contracts

VXUP / VXDN

VSTOXX: Hit 5-month high of 27.75 on Monday ahead of the emergency meeting on Monday. VSTOXX vs. VIX Spread widened this week with VIX crisis.

Crude Oil: OVX: 30.60; OIV: 30.46

Rates: TLT Aug IV = 15 - Has not changed much over the past month.

Volatility Voicemail: Listener questions and comments

Question from Tasty Meatballs - What is your take on the new TYVIX index disseminated by the CBOE?

Question from Jarvis - This is for the volatility views radio program. There are a lot of players entering the volatility ETF world. Some offer ratio products, inverse products or the new wave of spot products. I would like to know if there is a certain type of ETF or a certain area of the market that you think is ripe for a new volatility product.

Question from Azon - How does VSTOXX perform relative to VIX? Just as call heavy? Similar pops to the upside?

Crystal Ball: VIX pop? Buyers to come when the deadline looms.

...more

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