Volatility Review: Today's guest is Mike Thompson, Typhon Capital
VIX Cash: An apocalyptic week for VIX - Largest 5-day drop in the product history.
VVIX: 85.55 - Back at the low end of recent range.
VIX Futures: Keeping an eye on the term structure. Weekly VIX Futures coming next week, finally!
VIX Options: Calls over puts 3.1/1 - a strong volume week. Total 9.00m (6.79m Calls, 2.21m Puts)
Oil: After some brief signs of life, oil volatility continues to erode.
Volatility Voicemail: Listener questions and comments
Question from Al Parasian, Oakland, CA - What is the most effective way to speculate on a true volatility explosion in the marketplace? Is it straight up VIX calls or is there a more effective product?
Question from ENV16 - I searched for volatility programs on a lark using PockectCast. Did not think I would find anything. Man, was I surprised when your show came up. What a treat! 100+ episodes! I have been sinking my teeth in all week. Any chance you could bring on a gues