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Volatility Views 167: Consulting on Volatility Strategy

Volatility Views 167: Consulting on Volatility Strategy

Volatility Review: In this episode, we are joined by guest co-host Mark Shepherd, Derivatives Strategy Consultants.

VIX Cash: VIX selloff finally over - VIX cash stabilized around the 13 handle this week.
VIX Futures: New weeklies listed this week.
VIX Options: Calls over puts: 2.9 / 1. Solid volume week - most days over 600k contracts. Total 5.83m (4.35m Calls, 1.48m Puts)
Gold: GVZ: 19.39 - Spiked nearly 5 handles this week. Gold volatility skew - clear concern in the near term, longer-dated options showing some bullish positioning as well.

Volatility Voicemail: Listener questions and comments.

Question from LAX66 - Do you guys know where I can find a list of the pensions and endowments that utilize options and futures for hedging purposes? I would like to see if my money is safe and being put to good use. Is that info publicly available?
Question from Bailiwyck - I would like to submit a question from the volatility views radio program. What is the problem with GVZ? Why are there