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  • 4 years ago
Volatility Views 123: VIX Roars but VXST Whimpers

Volatility Views 123: VIX Roars but VXST Whimpers

Volatility Views 123: VIX Roars but VXST Whimpers
Volatility Review: The week in vol
VIX:

Russia sends tanks into Ukraine and volatility skyrockets
Volatility plummeted after US involvement in the Middle East.
CBOE stock as a hedge.

VXST:

Big moves in only 24 contracts.
Why is this product not catching fire?

VIX options:

Settlements coming up soon.

Metals:

GVZ dropping earlier this week, but taking a spike recently.

 
Volatility Voicemail: Listener questions and comments
Question from Lawrence - You were discussing if straddle prices exceeded earnings moves on your last show. I use software called "LiveVol” that has data for the trailing eight quarters, that shows this data for every company for the first and second expiration. It also shows implied vol crush for the first and second expiration. Their software is amazing. I like to sell iron condors before earnings to get short Vol. I usually use unbalanced condors with a short delta. I feel the underlying moves down for ofte

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