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  • 3 years ago
Volatility Views 172: The VIX Futures Conflagration

Volatility Views 172: The VIX Futures Conflagration

Volatility Review: A look back at the week in volatility

VIX Cash: Looks like we were right - VIX cash remains elevated over last week level. Goldman Sachs thinks this volatility index should be much lower. The VIX is trading like the U.S. is in a recession.
VIX Futures: Near term of the futures backward, as expected. Contracts are wonky. Bids popping up in unexpected places.
VIX Options: Sept. 1 - 1.5M Contracts, Sept. 2 - 791K Contracts, Sept. 3 - 1.1M Contracts
VelocityShares Daily Inverse VIX Short-Term ETN (XIV) has accumulated $1.1 billion in net inflows, according to ETF.com.
VXY: Additionally, over the past two weeks, the ProShares Short VIX Short-Term Futures ETF brought in $540.3 million in net inflows and now has $599.9 million in assets under management.
Crude Oil: Crude market full of volatility and uncertainty.

Volatility Voicemail: Listener questions and comments

Comment from Mark Brant - Thanks for sharing the VIX 1x2 call swap roller trader and repeating it until we

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