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  • 2 years ago
Volatility Views 187: The Lindsay Lohan of Volatility

Volatility Views 187: The Lindsay Lohan of Volatility

Volatility Review: Looking back at 2015.

Good to be in the Volatility & Index business - overall index volume only down 1% in 2015.
VIX Futures: Trading volume in VIX futures also set new total volume and ADV records for a sixth straight year in 2015.
Five Volatility Market Takeaways from 2015:

VIX Average Closer to Historical Norms
Russell 2000 Volatility Was Relatively Low
SKEW High for the Second Year
VIX Backwardation Lives!
Long and Short Volatility ETP Performance

VIX Cash: Up 4.40 yesterday - 21% - got as high as 25.86 on Thursday. VIX Options
Total 4.93m (3.54m Calls, 1.39m Puts)

Volatility Voicemail: Listener questions and comments

Question from TCruz - Will we ever see a daily VIX option?
Question from Vin - Love Options Insider Radio - been mainlining Volatility Views. You always talk about the lack of VIX put volume on that show. Is there a particular month that is most attractive for VIX put buyers?

Crystal Ball: Reckless prognosticating