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  • 2 years ago
Volatility Views 194: CDS / VIX Correlation

Volatility Views 194: CDS / VIX Correlation

Volatility Review: VIX got ahead of itself breaking 20 based on bond hedge cost.
Russells Weekly Rundown:

Wednesday weeklys!

VIX Options:

Fairly light volume week.
Thurs: 488k, Weds: 495k, Tues: 409k, Mon: 735k.
Total 5.55M (3.89M calls, 1.66M puts)

Even more CBOE studies! Crude Oil Recent rumors of supply action driving crude. Volatility remains on low end of recent elevated range. OIV/OVX - 67. Gold: GVZ 23.36 (elevated)
Volatility Voicemail: Listener questions and comments:

Options Question of the Week: No love for more options exchanges - Twitter poll has 60% of respondents saying "Heck no to more exchanges!!!"
Question from George T. - What is the longest stretch of backwardation in VIX history?

Crystal Ball: Vol Predictions: Russell - higher than everybody - above 25. Mark S. - low 20s. Mark L. - 23