Volatility Views 139: Getting Angry About Volatility
Volatility Review: The week in volatility:
VIX Cash: Low - 12.55, High - 21.09
VIX Options: Total 6.66M (4.35M calls, 2.31M puts)
VXST: Total 7,746 (5,185 calls, 2,561 puts)
Oil Volatility: USO vs. XLE - Traders hedge oil ETF while energy stocks lure buyers.
Volatility Voicemail: Questions and comments from our loyal listeners
Question from CPunk - Hello Volatility Gurus! Long time, first time. Love your discussions of all things volatility, particularly your breakdowns of the different products. I listened to your episode with Scott Nations recently and it got me thinking about how most volatility products appear to be very flawed. VIX has obvious issues and the Voldex product does not appear to solve many of them beyond eliminating skew. The various ETPs all have very well-known issues as well. If I had to think of an ideal volatility product, it would probably be something along the lines of what your former sponsors VolX promot