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  • 3 years ago
Volatility Views 151: The Fix on VIX

Volatility Views 151: The Fix on VIX

Volatility Views 151: The Fix on VIX
Volatility Review: A look back at the week from a volatility perspective

VIX Cash: Low: 12.54 - High: 16.37
VIX Settlement seemed somewhat controversial again this month.
VIX ETFs: TVIX and VIXY shares outstanding doubled over the past 5 weeks going into the bankers meeting this week.
S&P: Options contracts that pay off should the S&P 500 lose 10 percent in the next three months, near the time of a potential Federal Reserve rate increase, are by some measures almost seven times more expensive than at the start of the year, the data show.
Quadruple witching something of a non-event - with expiration every week now, it seems as though triple and quad witching have lost some of their luster.
VIX Options: Big VIX trades this week - customers buying upside calls in April, particularly 22 & 26 strikes. April 50 call still open.
Total 3.65m (2.50m Calls, 1.16m Puts)
Volatility Index Bracketology: Someone beat Jared to the earnings volatility stu

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