Volatility Views 272: How Do Europeans Trade Volatility?
Volatility Views
English - September 18, 2017 20:28 - 1 hour - 57.2 MB - ★★★★ - 15 ratingsInvesting Business option options vix insider skew trading volatility volcontracts volx Homepage Download Apple Podcasts Google Podcasts Overcast Castro Pocket Casts RSS feed
Previous Episode: Volatility Views 271: Hurricanes, Nukes and VIX - Oh My!
Volatility Review: A full overview of CBOE RMC Europe.
The numbers:
VIX Cash - a high of 11.10 on Monday. VVIX - 92 CBOE Skew Index - 142.74Russell's Weekly Rundown:
VIX Options - ADV: 813k, VIX Call/Put 3.1; Total 13.7m (10.4m Calls, 3.28m Puts). OIV - 26.34Volatility Voicemail: Listener Questions and Comments
Options question of the week:
First #Harvey, then #Irma, now #Jose & more. We prep houses/cars/family for #disasters. How do you prep your portfolio?
Get Long $VIX/$VXX/$UVXY Go To Cash/T-bills Buy Index/Stock Puts "Risk Assets" - Gold, etc.Listener Questions:
Question from Volbug: You mentioned on the show that our twins (XIV & SVXY) could go to zero if there is a big enough spike in vol. Would you and the crew be able to take a guess at what level of vol action would result in such a occurrence? Second question is, wouldn't such a spike send equities out the window also? As always, thanks for the show. Question from PBiggers - Time to go long VIX? Sell some EFX premium? Some skew in there. IV is at a 52 wk high. Liquidity is sketchy.Crystal Ball: Your prognostication headquarters
Last week:
Mark L. - 11.5 Mark S. - 11.01 Russell - 12.25This week:
Mark L. - 9.8 Mark S. - 10.5 Russell - 11.11