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  • 3 years ago
Volatility Views 176: Backward No More

Volatility Views 176: Backward No More

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

Moving up the list - 28 days over 20 in the VIX Cash.
VIX Options: A relatively light volume week - 500k contracts most days except for 9/30 - our 1x2 friend is back!
VIX: Total 7.77m (4.80m Calls, 2.97m Puts)
SPX: Spot Price = 1920.70. Puts/Calls = 2.53.
GLD: Spot Price = 108.90. Puts/Calls = 0.40.
Crude Oil: OIV - 44.81, OVX - 44.75

Volatility Voicemail: Listeners have their say.

Comment from Mark Brant - Being afraid of selling W1 IV is just wrong! We are traders, not market makers! Gamma cannot hurt us selling tight Vertical Spreads!
Question from Noodles - VIX the tail or the dog? Hello Vol squad. I was just talking with a few of my trading buddies (all VIX options traders) and they were complaining that VIX does not represent SPX volatility anymore. They said that it is its own beast now because so many people are just trading VIX and VIX products and not SPX. I thought I would put it to the Vol pros to