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  • 4 years ago
Volatility Views 127: Diving Into Treasury Volatility

Volatility Views 127: Diving Into Treasury Volatility

Volatility Views 127: Diving Into Treasury Volatility

Volatility Review:

VIX Cash: Catching a bid today as the market finally said farewell to the 2,000 Strike.
VIX Options: Calls are trading at a ratio of 13 to 1, with the biggest trade being a buyer of the Oct 22 calls. Call/Put Ratio - 3.8/1
VIX recalculation (part 2). CBOE Futures Exchange (CFE) announced today that it plans to launch futures trading on the CBOE/CBOT 10-year U.S. Treasury Note Volatility Index (ticker symbol VXTYN) beginning on Thursday, November 13, pending regulatory review. Metals, Energy and International vol.

Volatility Voicemail: Listener questions and comments

Question from Victor C - Do you think the failure of VXST has to do with the product being too much vol of vol for most people? Is it just too wild of a product for the mostly institutional VIX crowd?
Question from Señor Pablo - Thanks for the show Mark, and please say Hi to Jared and Andrew for me. You guys have mentioned some of the VIX compet

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