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Best of Volatility Views: Kicking the VIX Can

Best of Volatility Views: Kicking the VIX Can

Originally posted July 20th, 2015
Volatility Review: Today's guest is Mike Thompson, Typhon Capital

VIX Cash: An apocalyptic week for VIX - Largest 5-day drop in the product history.
VVIX: 85.55 - Back at the low end of recent range.
VIX Futures: Keeping an eye on the term structure. Weekly VIX Futures coming next week, finally!
VIX Options: Calls over puts 3.1/1 - a strong volume week. Total 9.00m (6.79m Calls, 2.21m Puts)
Oil: After some brief signs of life, oil volatility continues to erode.

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