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  • 3 years ago
Volatility Views 138: The Action Is In Oil

Volatility Views 138: The Action Is In Oil

Volatility Views 138: The Action Is In Oil
Volatility Review: The week in vol

VIX Cash: High: 14.75 - Low: 12.09
VIX Options: Total 5.71M (3.84M Calls, 1.86M Puts). VIX shunned as few bumps seen for S&P 500 at years end.
International Vol review: Its official - America is now No. 2
Oil Volatility: Oil futures slide on Saudi price cut to U.S.
Gold Volatility: Hard to be a bull in this gold market.

Listener Mail: Listener questions and comments

Question from Michael Roberts - I came across your program while looking for new diversification options for my clients. I find your suggestions about collars and protective puts very interesting. I have also been reading new research about volatility itself being positioned as an alternative asset class. This leads me to two questions:

1. Do you agree that volatility is an asset class?
2. What is the best process to gain exposure to that asset class for my clients? Is simply buying an options with a substantial vega component sufficie

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