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  • 3 years ago
Volatility Views 148: What Color Is the Dress?

Volatility Views 148: What Color Is the Dress?

Volatility Views 148: What Color Is the Dress?

Volatility Review: A look back in the week from a volatility perspective

VIX Cash: Low: 12.86, High: 15.48
Skew Index: 126.20
The extended hours for VIX options are set to begin Monday, March 2, while the extended hours for SPX options are expected to start on Monday, March 9.
VIX Options: Total 4.38m (2.98m Calls, 1.40m Puts)
VIX term structure hits CBOE earnings
International Volatility Review
Crude Oil: Volatility returning to oil.

Volatility Voicemail: Listener questions and comments

Question from Jordan M. - Do you have any updates on the volatility ETF from Robert Whaley that proposes to eliminate the roll yield issues with VXX? Is it coming to market any time soon?
Question from Smile Creators - Hello, big fan. Thanks for the great shows. Is there a study that tracks Implied vol vs Historical vol? I am interested to see when they are following the same pattern or they deviate. Pakapiko.
Question from Mr. Bochco - Where do you g

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