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  • 4 years ago
Volatility Views 130: Talking Volatility Skew

Volatility Views 130: Talking Volatility Skew

Volatility Views 130: Talking Volatility Skew
Volatility Review: What happened last week in vol?

VIX cash: A decent range this week. Non-farms taking the remaining juice out of the market.
VIX options: Top OI Positions: 351,982 VIX Nov-14 20 Calls, 339,931 VIX Oct-14 17 Calls, 317,207 VIX Oct-14 20 Calls.
Big VIX Trades: Today (Friday) paper traded 457900 VIX Oct 19 calls for $.86 & paper traded 54,997 VIX Nov 23 calls at $.94.
Gold vol: GVZ ticking up over the past few weeks - futures options still put heavy. 
Oil vol: Continued put love in crude as well. 

Volatility Voicemail: Listener questions

Question from Crazyhorse - Can some of the roll yield problems suffered by VXX and others be solved by either 1) rebalancing on a less frequent basis or 2) trading a basked of futures as opposed to simply buying the same long term contracts every time?
Question from Chris Hanks, Toledo, OH - Hola volatility gang and perhaps special guest. I am a frequent listener and wanted to write in to

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