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Volatility Views 189: VIX vs. Alien vs. Predator

Volatility Views 189: VIX vs. Alien vs. Predator

Volatility Review: Another volatile week - volatility still readily apparent in the marketplace.

VVIX: 109
VIX futures
Russell’s weekly rundown: What weekly VIX options activity caught your eye this week?
VIX options: 20,000 VIX Feb 20 puts (expiring 2/17); VIX feb30/40 call spread trades (expiring 2/17) 18,500 mid-market; total 3.84m (2.55m calls, 1.28m puts)
Crude oil: Oil rose from its lowest close in more than 12 years as investors tried to pick a bottom after government inventory data.  OIV: 66; OVX: 66

Volatility Voicemail: Listener questions and comments

Question from Pick6 -  The VIX is mean reverting with a long-term mean around 20. Does that mean reversion quality make it a good candidate for selling iron condors and iron butterflies?
Comment from Envigon - Steak or no steak? What’s the deal?

Crystal Ball: Waiting on rate hikes until Europe/China/Japan lifts off the gas pedal. How many times will the Fed raise rates this year? Sebastain sets the over/under at 1. Russell s