Volatility Views

Volatility Views 302: Mother of All VIX Bombs


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

  • VIX Cash is still hanging around in the teens.
  • VVIX - 97, pretty much unchanged from last week.
  • VIX Options - ADV: 1.05M, VIX call/put: 2.6/1, Total 6.29m (4.55m Calls, 1.74m Puts)
  • How is the VIX July 10-75 strangle doing?
  • VXX - 42.50
  • OIV - 26.5, 2.5 points lower than last week.
  • GVZ: 12.25, 1.25 points lower than last week.

Volatility Voicemail: Last week's volatility flash poll

Which product/segment do you think will experience the most Volatility over the coming trading week (through the close on Friday 2/20) SPY SPX VIX WTI Crude Gold Bitcoin BTC GLD USO

  • 28% - S&P500: SPY, SPX. VIX
  • 8% - Gold: GLD, Comex
  • 28% - Crude Oil: WTI, USO
  • 36% - Bitcoin: BTC

Options question of the week

VIX is back in the mid-teens. Are you buying this Volatility reprieve or is this merely calm before the storm? Quite simply - Where do you think VIX will end the week?

  • Here: 16-18
  • Higher: 18-20
  • Even Higher: 20-25
  • Lower: 14-16

Yet Another Options Flash Poll:

The proposed third exchange from @MIAXexchange will raise the total number of U.S. Options Exchanges to 16. Is this a good thing for the options market? Is it the straw that finally breaks the camel's back? Or are you too busy getting great fills to care?

  • More Exchanges the Better
  • Please Make It Stop
  • Don't Care: I get filled
  • Comment from Patrick Snoke -The more the merrier....my fills are.

Listener questions and comments:

  • Question from Scott Somer -Think this product will get enough liquidity? https://twitter.com/MIAXexchange/status/986334029338300416
  • Question from Niddles - VIX settlement WTF?!?
  • Question from Allen - What are the VIX mullet guys up to these days?

Crystal Ball: Wild and reckless prognostication

Last week:

  • Mark L. -17.17
  • Mark S. - 15.00

This week:

  • Mark L. -16.35
  • Mark S. - 15
  • Mike - 15.85
...more
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Volatility ViewsBy The Options Insider Radio Network

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